Test for parameter change in discretely observed diffusion processes (Q625303)
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scientific article; zbMATH DE number 5851799
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| English | Test for parameter change in discretely observed diffusion processes |
scientific article; zbMATH DE number 5851799 |
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Test for parameter change in discretely observed diffusion processes (English)
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15 February 2011
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ergodic diffusion process
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discretely observed process
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cusum test
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test for parameter change
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weak convergence
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Brownian bridge
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0.8951606750488281
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0.8559258580207825
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0.8527724742889404
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0.8069467544555664
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