Estimation for change point of discretely observed ergodic diffusion processes

DOI10.1111/SJOS.12567MaRDI QIDQ5889493zbMATH OpenOpenAlexWikidataFDO

Authors Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

Publication date 21 April 2023

Published in Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2102.06871

zbMATH Keywords

adaptive testchange point estimationdiffusion processesdiscrete observationstest for parameter change

Mathematics Subject Classification ID

Statistics (62-XX)

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(4)

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