Change point inference in ergodic diffusion processes based on high frequency data
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Reference16 articles.
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3. Estimation for the change point of volatility in a stochastic differential equation;Iacus;Stochastic Process. Appl.,2012
4. Hybrid estimators for stochastic differential equations from reduced data;Kaino;Stat. Inference Stoch. Process.,2018
5. Hybrid multi-step estimators for stochastic differential equations based on sampled data;Kamatani;Stat. Inference Stoch. Process.,2015
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