Estimation and testing in generalized mean-reverting processes with change-point (Q1744228)
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scientific article; zbMATH DE number 6860590
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| English | Estimation and testing in generalized mean-reverting processes with change-point |
scientific article; zbMATH DE number 6860590 |
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Estimation and testing in generalized mean-reverting processes with change-point (English)
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16 April 2018
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ADR
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change-point
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drift-parameter
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mean-reverting process
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Ornstein-Uhleneck process
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testing
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SDE
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shrinkage estimators
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unrestricted estimator
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