CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS (Q5199400)
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scientific article; zbMATH DE number 5938435
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS |
scientific article; zbMATH DE number 5938435 |
Statements
CHANGE POINT TEST FOR DISPERSION PARAMETER BASED ON DISCRETELY OBSERVED SAMPLE FROM SDE MODELS (English)
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16 August 2011
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diffusion process
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residual based test
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CUSUM of squares test
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