Test for parameter change in discretely observed diffusion processes
type: Item
instance of: scholarly article
title: Test for parameter change in discretely observed diffusion processes
zbMATH Open document ID: 1205.62116
author: Junmo Song
author: Sangyeol Lee
published in: Statistical Inference for Stochastic Processes
publication date: 2011-02-15T00:00:00Z
Mathematics Subject Classification ID: 62M02
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 5851799
zbMATH Keywords: ergodic diffusion process
zbMATH Keywords: discretely observed process
zbMATH Keywords: cusum test
zbMATH Keywords: test for parameter change
zbMATH Keywords: weak convergence
zbMATH Keywords: Brownian bridge
MaRDI profile type: Publication
full work available at URL: s11203-008-9033-4
OpenAlex ID: W2097861291
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DOI: 10.1007/S11203-008-9033-4
description: scientific article; zbMATH DE number 5851799