\(Z\)-process method for change point problems with applications to discretely observed diffusion processes
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Publication:2404623
DOI10.1007/s10260-016-0366-7zbMath1441.62218OpenAlexW2513772342MaRDI QIDQ2404623
Publication date: 19 September 2017
Published in: Statistical Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10260-016-0366-7
Fisher information matrixvolatility modelsconsistent testergodic diffusionasymptotically distribution free test
Asymptotic distribution theory in statistics (62E20) Diffusion processes (60J60) Asymptotic properties of parametric tests (62F05) Markov processes: hypothesis testing (62M02)
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