On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069)
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scientific article; zbMATH DE number 7113728
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| English | On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process |
scientific article; zbMATH DE number 7113728 |
Statements
On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (English)
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4 October 2019
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Lévy measure
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jump compensator
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transition kernel
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empirical processes
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weak convergence
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multiplier bootstrap
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change points
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gradual changes
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0.90258914
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0.89433885
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0.89220726
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0.8900497
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0.8879414
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0.8816397
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0.8790461
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0.87704563
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