Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes (Q4504924)
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scientific article; zbMATH DE number 1506562
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes |
scientific article; zbMATH DE number 1506562 |
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Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes (English)
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19 July 2001
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change detection
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generalized likelihood ratio test
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small noise asymptotics
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threshold selection
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robustness
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