Robust test for dispersion parameter change in discretely observed diffusion processes

28 June 2019

Papers citing "Robust test for dispersion parameter change in discretely observed diffusion processes"

4 / 4 papers shown

Title
Change point inference in ergodic diffusion processes based on high frequency data Yozo Tonaki Masayuki Uchida 16 1 0 23 Apr 2021
Estimation for change point of discretely observed ergodic diffusion processes Yozo Tonaki Yusuke Kaino Masayuki Uchida 30 2 0 13 Feb 2021
Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations Yozo Tonaki Yusuke Kaino Masayuki Uchida 13 3 0 29 Apr 2020
Test for parameter change in the presence of outliers: the density power divergence based approach Junmo Song Jiwon Kang 48 6 0 28 Jun 2019