Asymptotically distribution free test for parameter change in a diffusion process model (Q1926009)
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scientific article; zbMATH DE number 6118523
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotically distribution free test for parameter change in a diffusion process model |
scientific article; zbMATH DE number 6118523 |
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Asymptotically distribution free test for parameter change in a diffusion process model (English)
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27 December 2012
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consistent test
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change point problem
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martingales
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