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20202026
most citedAdaptive tests for parameter changes in ergodic diffusion processes from discrete observations

2 citations · 4 across the 11 of their papers we have counts for

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math.ST2021

Change point inference in ergodic diffusion processes based on high frequency data

Yozo Tonaki, Masayuki Uchida

We deal with the change point problem in ergodic diffusion processes based on high frequency data. Tonaki et al. (2020, 2021) studied the change point problem for the ergodic diffu…

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…