Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (Q1945501)
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scientific article; zbMATH DE number 6151462
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes |
scientific article; zbMATH DE number 6151462 |
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Test for autocorrelation change in discretely observed Ornstein-Uhlenbeck processes driven by Lévy processes (English)
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8 April 2013
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Brownian bridge
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cusum test
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test for parameter change
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weak convergence
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