Asymptotically distribution free test for parameter change in a diffusion process model
type: Item
instance of: scholarly article
title: Asymptotically distribution free test for parameter change in a diffusion process model
zbMATH Open document ID: 1254.62089
author: Ilia Negri
author: Yoichi Nishiyama
published in: Annals of the Institute of Statistical Mathematics
publication date: 2012-12-27T00:00:00Z
full work available at URL: http://hdl.handle.net/10446/746
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6118523
zbMATH Keywords: consistent test
zbMATH Keywords: change point problem
zbMATH Keywords: martingales
MaRDI profile type: Publication
OpenAlex ID: W2078221770
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DOI: 10.1007/S10463-011-0345-6
description: scientific article; zbMATH DE number 6118523