Test for parameter change in discretely observed diffusion processes
| Year of publication: |
2009
|
|---|---|
| Authors: | Song, Junmo ; Lee, Sangyeol |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 12.2009, 2, p. 165-183
|
| Publisher: |
Springer |
| Subject: | Ergodic diffusion process | Discretely observed process | Cusum test | Test for parameter change | Weak convergence | Brownian bridge |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005004374