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Tonaki Y, Uchida M. Change point inference in ergodic diffusion processes based on high frequency data. Stoch Process Their Appl 2022. [DOI: 10.1016/j.spa.2022.12.011] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 12/28/2022]
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Tonaki Y, Kaino Y, Uchida M. Estimation for change point of discretely observed ergodic diffusion processes. Scand Stat Theory Appl 2022. [DOI: 10.1111/sjos.12567] [Citation(s) in RCA: 1] [Impact Index Per Article: 0.5] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/24/2022]
Affiliation(s)
- Yozo Tonaki
- Graduate School of Engineering Science, Osaka University, 1‐3, Machikaneyama, Toyonaka Osaka Japan
| | - Yusuke Kaino
- Graduate School of Maritime Sciences, Kobe University, 5‐1‐1, Fukaeminami‐machi, Higashinada‐ku Kobe Japan
| | - Masayuki Uchida
- Graduate School of Engineering Science, and Center for Mathematical Modeling and Date Science, Osaka University, 1‐3, Machikaneyama, Toyonaka, Osaka, 560‐8531, Japan; Center for Mathematical Modeling and Data Science (MMDS), Osaka University Toyanaka Japan
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