Open AccessImproved inference in generalized mean-reverting processes with multiple change-points
Author(s) -
Sévérien Nkurunziza,
Kang Fu
Publication year - 2019
Publication title -
electronic journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/19-ejs1548
Subject(s) - mathematics , inference , mean reversion , statistics , econometrics , calculus (dental) , artificial intelligence , computer science , medicine , dentistry