Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123)
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scientific article; zbMATH DE number 7135544
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| English | Robust test for dispersion parameter change in discretely observed diffusion processes |
scientific article; zbMATH DE number 7135544 |
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Robust test for dispersion parameter change in discretely observed diffusion processes (English)
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22 November 2019
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diffusion processes
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parameter change test
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outliers
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trimmed-residual based test
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robust test
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0.7982100248336792
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0.7872157096862793
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0.77567458152771
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0.7745402455329895
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0.7623677849769592
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