Estimation for change point of discretely observed ergodic diffusion processes

DOI10.1111/SJOS.12567OpenAlexW3130392059WikidataQ114078097 ScholiaQ114078097MaRDI QIDQ5889493

Yusuke Kaino, Masayuki Uchida, Yozo Tonaki

Publication date: 21 April 2023

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2102.06871

zbMATH Keywords

discrete observationsdiffusion processesadaptive testchange point estimationtest for parameter change

Mathematics Subject Classification ID

Statistics (62-XX)

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