Pages that link to "Item:Q2326069"
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The following pages link to On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069):
Displaying 9 items.
- Methods of detecting instants of change of random process properties (Q794998) (← links)
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
- Estimating a gradual parameter change in an AR(1)-process (Q2167322) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Change-point inference on volatility in noisy Itô semimartingales (Q2280017) (← links)
- Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
- (Q3747556) (← links)
- (Q4734568) (← links)
- Detection of a structural break in intraday volatility pattern (Q6615474) (← links)