Pages that link to "Item:Q1984652"

The following pages link to Inference in a multivariate generalized mean-reverting process with a change-point (Q1984652):

Displaying 9 items.

• Preliminary test and estimation in some multifactor diffusion processes (Q369390) (← links)
• Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting (Q1656864) (← links)
• Inference for a mean-reverting stochastic process with multiple change points (Q2396344) (← links)
• Improved inference in generalized mean-reverting processes with multiple change-points (Q2414497) (← links)
• Change point testing for the drift parameters of a periodic mean reversion process (Q2450915) (← links)
• Inference for mean change-point in infinite variance \(AR(p)\) process (Q2518944) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Inference for a change‐point problem under an OU setting with unequal and unknown volatilities (Q5107620) (← links)
• Estimation and testing in multivariate generalized Ornstein-Uhlenbeck processes with change-points (Q6133723) (← links)