Pages that link to "Item:Q1926009"
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The following pages link to Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009):
Displaying 7 items.
- On score-functions and goodness-of-fit tests for stochastic processes (Q324614) (← links)
- Robust test for dispersion parameter change in discretely observed diffusion processes (Q2008123) (← links)
- Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201) (← links)
- \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623) (← links)
- A change detection procedure for an ergodic diffusion process (Q2409396) (← links)
- On \(L^2\) space approach to change point problems (Q2448798) (← links)
- Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)