Estimation of jump points in high-dimensional diffusion modulated by a hidden Markov chain

MaRDI QIDQ6868058zbMATH OpenFDO

Authors Alexander Korostelev, George Yin

Publication date 26 January 2026

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Asymptotic properties of nonparametric inference (62G20) Sequential statistical analysis (62L10) Estimation and detection in stochastic control theory (93E10) Detection theory in information and communication theory (94A13)

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