Pages that link to "Item:Q760729"
From MaRDI portal
The following pages link to Lois asymptotiques des tests et estimateurs de rupture dans un modèle statistique classique (Q760729):
Displaying 6 items.
- Estimation for the change point of volatility in a stochastic differential equation (Q765890) (← links)
- On limiting likelihood ratio processes of some change-point type statistical models (Q974514) (← links)
- The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
- Estimating discontinuous periodic signals in a time inhomogeneous diffusion (Q2431003) (← links)
- Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion (Q2437994) (← links)
- (Q3333880) (← links)