Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
| Year of publication: |
2006
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|---|---|
| Authors: | Lee, Sangyeol ; Nishiyama, Yoichi ; Yoshida, Nakahiro |
| Published in: |
Annals of the Institute of Statistical Mathematics : AISM. - Tōkyō [u.a.], Berlin, Heidelberg : Springer, ISSN 0020-3157, ZDB-ID 3903138. - Vol. 58.2006, 2, p. 211-222
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