Pages that link to "Item:Q765890"
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The following pages link to Estimation for the change point of volatility in a stochastic differential equation (Q765890):
Displayed 4 items.
- Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
- Parametric estimation for discretely observed stochastic processes with jumps (Q1952110) (← links)
- Estimation of change point for switching fractional diffusion processes (Q2875276) (← links)
- Estimation of Drift Parameter and Change Point for Switching Fractional Diffusion Processes (Q2875523) (← links)