Change-point tests for parameters of diffusion processes from discrete observations.

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Bibliographic Details
Title: Change-point tests for parameters of diffusion processes from discrete observations.
Authors: Ding, Saisai1, Bai, Yuhe1, Yang, Wenzhi2, Wang, Xiangjun1 xjwang@hust.edu.cn
Source: Journal of the Korean Statistical Society. Jun2026, Vol. 55 Issue 2, p488-534. 47p.
Database: Mathematics Source
Description
ISSN:12263192
DOI:10.1007/s42952-025-00357-9