Chen, Fuqi; Mamon, Rogemar; Nkurunziza, Sévérien Inference for a change-point problem under an OU setting with unequal and unknown volatilities. (English. French summary) Zbl 1492.62128 Can. J. Stat. 48, No. 1, 62-78 (2020). MSC: 62M05 60J60 62F12 62M10 62P05 PDFBibTeX XMLCite \textit{F. Chen} et al., Can. J. Stat. 48, No. 1, 62--78 (2020; Zbl 1492.62128) Full Text: DOI
Chen, Fuqi; Mamon, Rogemar; Nkurunziza, Sévérien Inference for a change-point problem under a generalised Ornstein-Uhlenbeck setting. (English) Zbl 1404.62084 Ann. Inst. Stat. Math. 70, No. 4, 807-853 (2018). Reviewer: Krzysztof J. Szajowski (Wrocław) MSC: 62M10 60J60 62M05 62F12 PDFBibTeX XMLCite \textit{F. Chen} et al., Ann. Inst. Stat. Math. 70, No. 4, 807--853 (2018; Zbl 1404.62084) Full Text: DOI
Chen, Fuqi; Nkurunziza, Sévérien On estimation of the change points in multivariate regression models with structural changes. (English) Zbl 1369.62117 Commun. Stat., Theory Methods 46, No. 14, 7157-7173 (2017). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{F. Chen} and \textit{S. Nkurunziza}, Commun. Stat., Theory Methods 46, No. 14, 7157--7173 (2017; Zbl 1369.62117) Full Text: DOI