Pages that link to "Item:Q2404623"
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The following pages link to \(Z\)-process method for change point problems with applications to discretely observed diffusion processes (Q2404623):
Displaying 6 items.
- Parameter change tests for ARMA-GARCH models (Q1662169) (← links)
- Detecting structural breaks in realized volatility (Q1727922) (← links)
- Score test for parameter change in Poisson autoregressive models (Q1786737) (← 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)
- Change point inference in ergodic diffusion processes based on high frequency data (Q2689889) (← links)
