scientific article; zbMATH DE number 1487650

zbMath1163.62346MaRDI QIDQ4494135

Emanuel Parzen, Lajos Horváth

Publication date: 10 August 2000

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Parametric inference (62F99) Inference from stochastic processes (62M99)

Related Items (9)

On score-functions and goodness-of-fit tests for stochastic processes ⋮ Test for parameter change in the presence of outliers: the density power divergence-based approach ⋮ Parameter change tests for ARMA-GARCH models ⋮ \(Z\)-process method for change point problems with applications to discretely observed diffusion processes ⋮ A change detection procedure for an ergodic diffusion process ⋮ Asymptotically distribution free test for parameter change in a diffusion process model ⋮ On \(L^2\) space approach to change point problems ⋮ Detecting structural breaks in realized volatility ⋮ Score test for parameter change in Poisson autoregressive models

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