Change-point tests for parameters of diffusion processes from discrete observations

DOI10.1007/S42952-025-00357-9MaRDI QIDQ7312244zbMATH OpenFDO

Authors Saisai Ding, Yuhe Bai, Wenzhi Yang, Xiangjun Wang

Publication date 11 August 2026

Published in Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S42952-025-00357-9

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Markov processes: hypothesis testing (62M02)

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