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Change point estimation for the telegraph process observed at discrete
  times

Change point estimation for the telegraph process observed at discrete times

3 May 2007
A. De Gregorio
S. Iacus
ArXiv (abs)PDFHTML

Papers citing "Change point estimation for the telegraph process observed at discrete times"

1 / 1 papers shown
Title
Least squares volatility change point estimation for partially observed
  diffusion processes
Least squares volatility change point estimation for partially observed diffusion processes
A. De Gregorio
S. Iacus
354
35
0
19 Sep 2007
1