Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

DOI10.1002/ASMB.2064WikidataQ115406455 ScholiaQ115406455MaRDI QIDQ6574660FDOQ6574660

Authors: Sangyeol Lee, Meihui Guo 

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

hypothesis testingmodel validationdiscretely observed sampleEWMS control chartstandardized control chart

Mathematics Subject Classification ID

Statistics (62-XX)

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