Change-point tests for parameters of diffusion processes from discrete observations.
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| Title: | Change-point tests for parameters of diffusion processes from discrete observations. |
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| 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 |
| ISSN: | 12263192 |
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| DOI: | 10.1007/s42952-025-00357-9 |