Change point inference in ergodic diffusion processes based on high frequency data (Q2689889)

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Change point inference in ergodic diffusion processes based on high frequency data
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    Change point inference in ergodic diffusion processes based on high frequency data (English)
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    14 March 2023
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    adaptive test
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    change point detection
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    change point estimation
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    diffusion processes
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    high frequency data
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