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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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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