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

Publisher： John Wiley & Sons Inc

E-ISSN： 1526-4025|1524-1904|5|609-625

ISSN： 1524-1904

Source： APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Vol.1524-1904, Iss.5, 2015-09, pp. : 609-625

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

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

By  

APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, Vol. 31, Iss. 5, 2015-09 ,pp. : 609-625

John Wiley & Sons Inc

Access to resources Recommend Favorite

Detecting a change in a scale parameter - a combination of SPC and change point procedures

By Schechtman E.   Bandner G.   Meginy S.  

International Journal of Production Research, Vol. 45, Iss. 23, 2007-12 ,pp. : 5535-5545

Taylor & Francis Ltd

Access to resources Recommend Favorite

Finite sample properties of the ARCH class of models with stochastic volatility

By Deb P.  

Economics Letters, Vol. 55, Iss. 1, 1997-08 ,pp. : 27-34

Elsevier

Access to resources Recommend Favorite

Finite sample properties of a QML estimator of stochastic volatility models with long memory

By Perez A.   Ruiz E.  

Economics Letters, Vol. 70, Iss. 2, 2001-02 ,pp. : 157-164

Elsevier

Access to resources Recommend Favorite

Estimating gravity equation models in the presence of sample selection and heteroscedasticity

By    

Applied Economics, Vol. 46, Iss. 24, 2014-08 ,pp. : 2993-3003

Routledge Ltd

Access to resources Recommend Favorite