Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009)
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scientific article; zbMATH DE number 6118523
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| English | Asymptotically distribution free test for parameter change in a diffusion process model |
scientific article; zbMATH DE number 6118523 |
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Asymptotically distribution free test for parameter change in a diffusion process model (English)
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27 December 2012
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consistent test
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change point problem
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martingales
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0.8940587639808655
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0.8910495638847351
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0.8561618328094482
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0.8559258580207825
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