Test for parameter change in discretely observed diffusion processes (Q625303)
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scientific article; zbMATH DE number 5851799
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Test for parameter change in discretely observed diffusion processes |
scientific article; zbMATH DE number 5851799 |
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Test for parameter change in discretely observed diffusion processes (English)
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15 February 2011
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ergodic diffusion process
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discretely observed process
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cusum test
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test for parameter change
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weak convergence
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Brownian bridge
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