activity
20182026
most citedParametric estimation for a parabolic linear SPDE model based on sampled data

7 citations · 14 across the 13 of their papers we have counts for

collaborators
Showing 2021Show all

1 paper · 1 filter

math.ST2021

Estimation for change point of discretely observed ergodic diffusion processes

Yozo Tonaki, Yusuke Kaino, Masayuki Uchida

We treat the change point problem in ergodic diffusion processes from discrete observations. Tonaki et al. (2020) proposed adaptive tests for detecting changes in the diffusion and…