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Inference for a change‐point problem under an OU setting with unequal and unknown volatilities

  • Published:2019-09-04 Issue:1 Volume:48 Page:62-78
  • ISSN:0319-5724
  • Container-title:Canadian Journal of Statistics
  • language:en
  • Short-container-title:Can J Statistics

Author:

Chen Fuqi1,Mamon Rogemar23ORCID,Nkurunziza Sévérien4

Affiliation:

1. Bureau of Food Surveillance and Science IntegrationFood Directorate, Health Products and Food Branch, Health CanadaOttawa Ontario Canada

2. Department of Statistical and Actuarial SciencesThe University of Western OntarioLondon Ontario Canada

3. Division of Physical Sciences and MathematicsUniversity of the Philippines VisayasIloilo Philippines

4. Department of Mathematics and StatisticsUniversity of WindsorWindsor Ontario Canada

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Cited by 1 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Inference in generalized exponential O–U processes with change-point;Statistical Inference for Stochastic Processes;2023-09-01
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