Asymptotically distribution free test for parameter change in a diffusion process model
| Year of publication: |
2012
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|---|---|
| Authors: | Negri, Ilia ; Nishiyama, Yoichi |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 64.2012, 5, p. 911-919
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