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Test for parameter change in discretely observed diffusion processes

✍ Scribed by Junmo Song; Sangyeol Lee

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

M-Estimation for Discretely Observed Erg

✍ Yasutaka Shimizu 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 437 KB

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB

Test for Parameter Change in Diffusion P

✍ Sangyeol Lee; Yoichi Nishiyama; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Japan 🌐 English ⚖ 151 KB

Estimation for diffusion processes from

✍ Nakahiro Yoshida 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 873 KB

Estimation of parameters for discretely

✍ Yasutaka Shimizu 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 364 KB

Threshold selection in jump-discriminant

✍ Yasutaka Shimizu 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 584 KB