Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (Q2144201)
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scientific article; zbMATH DE number 7535468
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations |
scientific article; zbMATH DE number 7535468 |
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Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations (English)
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1 June 2022
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adaptive test
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Brownian bridge
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cusum test
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diffusion processes
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discrete observations
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test for parameter change
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