Estimation for change point of discretely observed ergodic diffusion processes (Q5889493)
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scientific article; zbMATH DE number 7677033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation for change point of discretely observed ergodic diffusion processes |
scientific article; zbMATH DE number 7677033 |
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Estimation for change point of discretely observed ergodic diffusion processes (English)
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21 April 2023
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adaptive test
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change point estimation
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diffusion processes
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discrete observations
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test for parameter change
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