Monitoring change point for diffusion parameter based on...

Monitoring change point for diffusion parameter based on discretely observed sample from stochastic differential equation models

Lee, Sangyeol, Guo, Meihui
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Volume:
31
Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2064
Date:
September, 2015
File:
PDF, 536 KB
english, 2015
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