Estimation of change point for switching fractional diffusion processes

Author: Mishra M.N.   Prakasa Rao B.L.S.  

Publisher: Taylor & Francis Ltd

ISSN: 1744-2508

Source: Stochastics: An International Journal of Probability and Stochastic Processes, Vol.86, Iss.3, 2014-05, pp. : 429-449

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