Inference in generalized exponential O-U processes with change-point (Q6155081)
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scientific article; zbMATH DE number 7806012
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| English | Inference in generalized exponential O-U processes with change-point |
scientific article; zbMATH DE number 7806012 |
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Inference in generalized exponential O-U processes with change-point (English)
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16 February 2024
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asymptotic normality
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change-point detection
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drift parameter
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GEOU process
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random dimensions
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relative efficiency
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