Test for Parameter Change in Diffusion Processes by Cusum Statistics Based on One-step Estimators
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Volume (Year): 58 (2006)
Issue (Month): 2 (June)
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- Sangyeol Lee & Jeongcheol Ha & Okyoung Na & Seongryong Na, 2003. "The Cusum Test for Parameter Change in Time Series Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 30(4), pages 781-796.
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