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Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations - MaRDI portal

Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations

From MaRDI portal
Publication:6339646

DOI10.1007/S11203-021-09249-1arXiv2004.13998WikidataQ114223457 ScholiaQ114223457MaRDI QIDQ6339646

Yusuke Kaino, Yozo Tonaki, Masayuki Uchida

Publication date: 29 April 2020




Mathematics Subject Classification ID

Inference from stochastic processes (62Mxx)








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