Improved inference in generalized mean-reverting processes with multiple change-points (Q2414497)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved inference in generalized mean-reverting processes with multiple change-points |
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Improved inference in generalized mean-reverting processes with multiple change-points (English)
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17 May 2019
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ADR
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change-point
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drift-parameter
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mean-reverting process
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Ornstein-Uhlenbeck process
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testing
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SDE
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shrinkage estimators
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unrestricted estimator
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