Change point testing for the drift parameters of a periodic mean reversion process

Author： Dehling Herold   Franke Brice   Kott Thomas   Kulperger Reg  

Publisher： Springer Publishing Company

ISSN： 1387-0874

Source： Statistical Inference for Stochastic Processes, Vol.17, Iss.1, 2014-04, pp. : 1-18

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