Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations

29 April 2020

Papers citing "Adaptive tests for parameter changes in ergodic diffusion processes from discrete observations"

2 / 2 papers shown

Title
Change point inference in ergodic diffusion processes based on high frequency data Yozo Tonaki Masayuki Uchida 13 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