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~isPartOf:"Statistical Inference for Stochastic Processes"
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Statistical Inference for Stochastic Processes
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Test for parameter change in discretely observed diffusion processes
Song, Junmo
;
Lee, Sangyeol
- In:
Statistical Inference for Stochastic Processes
12
(
2009
)
2
,
pp. 165-183
Persistent link: https://www.econbiz.de/10005004374
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Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
Lee, Sangyeol
;
Masuda, Hiroki
- In:
Statistical Inference for Stochastic Processes
13
(
2010
)
2
,
pp. 147-161
Persistent link: https://www.econbiz.de/10008456193
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