Change point testing for the drift parameters of a periodic mean reversion process (Q2450915)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Change point testing for the drift parameters of a periodic mean reversion process |
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Change point testing for the drift parameters of a periodic mean reversion process (English)
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23 May 2014
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time-inhomogeneous diffusion process
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change point
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generalized likelihood ratio test
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