Estimation for the change point of volatility in a stochastic differential equation (Q765890)
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| English | Estimation for the change point of volatility in a stochastic differential equation |
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Estimation for the change point of volatility in a stochastic differential equation (English)
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22 March 2012
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Itô processes
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discrete time observations
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change point estimation
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volatility
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0.849096417427063
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0.763015866279602
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0.7614694237709045
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0.7538914084434509
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0.7525810599327087
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