Small noise asymptotics of the glr test for off-line change detection in misspecified diffusion processes
Author:
Affiliation:
1. a LATP/INRIA , 38 rue Joliot Curie, Marseille Cédex 20, 13451, France
2. b Laboratoire de Statistique et Processus , Université du Maine , Le Mans Cédex 9, 72085, France
3. c IRISA/INRIA , Campus de Beaulieu, Rennes Cédex, 35042, France
Publisher
Informa UK Limited
Link
https://www.tandfonline.com/doi/pdf/10.1080/17442500008834247
Reference13 articles.
1. Information and System Sciences Series;Basseville M.,1993
2. Robust Statistics
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