Change point inference in ergodic diffusion processes based on high frequency data (Q2689889)
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scientific article; zbMATH DE number 7663000
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| English | Change point inference in ergodic diffusion processes based on high frequency data |
scientific article; zbMATH DE number 7663000 |
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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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0.92923653
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0.9108547
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0.90862894
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0.9056477
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0.9024893
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0.90125483
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0.8899412
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0.88864166
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