{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,6,3]],"date-time":"2026-06-03T02:53:16Z","timestamp":1780455196840,"version":"3.54.1"},"reference-count":11,"publisher":"Springer Science and Business Media LLC","issue":"2","license":[{"start":{"date-parts":[[2016,8,27]],"date-time":"2016-08-27T00:00:00Z","timestamp":1472256000000},"content-version":"tdm","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"},{"start":{"date-parts":[[2016,8,27]],"date-time":"2016-08-27T00:00:00Z","timestamp":1472256000000},"content-version":"vor","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"funder":[{"DOI":"10.13039\/501100001691","name":"Japan Society for the Promotion of Science","doi-asserted-by":"publisher","award":["24540152"],"award-info":[{"award-number":["24540152"]}],"id":[{"id":"10.13039\/501100001691","id-type":"DOI","asserted-by":"publisher"}]},{"DOI":"10.13039\/501100003407","name":"Ministero dellIstruzione, dellUniversit\u00e0 e della Ricerca","doi-asserted-by":"publisher","award":["Prin 2009JW2STY"],"award-info":[{"award-number":["Prin 2009JW2STY"]}],"id":[{"id":"10.13039\/501100003407","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":["link.springer.com"],"crossmark-restriction":false},"short-container-title":["Stat Methods Appl"],"published-print":{"date-parts":[[2017,6]]},"DOI":"10.1007\/s10260-016-0366-7","type":"journal-article","created":{"date-parts":[[2016,8,27]],"date-time":"2016-08-27T15:55:47Z","timestamp":1472313347000},"page":"231-250","update-policy":"https:\/\/doi.org\/10.1007\/springer_crossmark_policy","source":"Crossref","is-referenced-by-count":11,"title":["Z-process method for change point problems with applications to discretely observed diffusion processes"],"prefix":"10.1007","volume":"26","author":[{"given":"Ilia","family":"Negri","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Yoichi","family":"Nishiyama","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"297","published-online":{"date-parts":[[2016,8,27]]},"reference":[{"key":"366_CR1","doi-asserted-by":"publisher","first-page":"1361","DOI":"10.1111\/0022-1082.00149","volume":"54","author":"Y A\u00eft-Sahalia","year":"1999","unstructured":"A\u00eft-Sahalia Y (1999) Transition densities for interest rate and other nonlinear diffusion. J Finance 54:1361\u20131395","journal-title":"J Finance"},{"key":"366_CR2","doi-asserted-by":"publisher","first-page":"263","DOI":"10.1016\/j.spl.2004.10.010","volume":"70","author":"I Berkes","year":"2004","unstructured":"Berkes I, Horv\u00e1th L, Kokoszka P (2004) Testing for parameter constancy in GARCH $$(p,q)$$ models. Stat Probab Lett 70:263\u2013273","journal-title":"Stat Probab Lett"},{"key":"366_CR3","doi-asserted-by":"crossref","unstructured":"Horv\u00e1th L, Parzen E (1994) Limit theorems for Fisher-score change processes. In: Change-point problems (edited by Carlstein, E., M\u00fcller H.-G. and Siegmund, D.) IMS Lecture Notes\u2014Monograph Series vol 23, pp 157\u2013169","DOI":"10.1214\/lnms\/1215463122"},{"key":"366_CR4","doi-asserted-by":"publisher","first-page":"211","DOI":"10.1111\/1467-9469.00059","volume":"24","author":"M Kessler","year":"1997","unstructured":"Kessler M (1997) Estimation of an ergodic diffusion from discrete observations. Scand J Stat 24:211\u2013229","journal-title":"Scand J Stat"},{"key":"366_CR5","doi-asserted-by":"publisher","first-page":"781","DOI":"10.1111\/1467-9469.00364","volume":"30","author":"S Lee","year":"2003","unstructured":"Lee S, Ha J, Na O, Na S (2003) The cusum test for parameter change in time series models. Scand J Stat 30:781\u2013796","journal-title":"Scand J Stat"},{"key":"366_CR6","doi-asserted-by":"publisher","first-page":"911","DOI":"10.1007\/s10463-011-0345-6","volume":"64","author":"I Negri","year":"2012","unstructured":"Negri I, Nishiyama Y (2012) Asymptotically distribution free test for parameter change in a diffusion process model. Ann Inst Stat Math 64:911\u2013918","journal-title":"Ann Inst Stat Math"},{"key":"366_CR7","doi-asserted-by":"publisher","first-page":"3555","DOI":"10.1214\/09-AOS693","volume":"37","author":"Y Nishiyama","year":"2009","unstructured":"Nishiyama Y (2009) Asymptotic theory of semiparametric Z-estimators for stochastic processes with applications to ergodic diffusions and time series. Ann Stat 37:3555\u20133579","journal-title":"Ann Stat"},{"key":"366_CR8","doi-asserted-by":"publisher","first-page":"165","DOI":"10.1007\/s11203-008-9033-4","volume":"12","author":"J Song","year":"2009","unstructured":"Song J, Lee S (2009) Test for parameter change in discretely observed diffusion processes. Stat Inference Stoch Process 12:165\u2013183","journal-title":"Stat Inference Stoch Process"},{"key":"366_CR9","doi-asserted-by":"publisher","first-page":"46","DOI":"10.1016\/j.jspi.2014.02.007","volume":"149","author":"K Tsukuda","year":"2014","unstructured":"Tsukuda K, Nishiyama Y (2014) On $$L^2$$ space approach to change point problems. J Stat Plan Inference 149:46\u201359","journal-title":"J Stat Plan Inference"},{"key":"366_CR10","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511802256","volume-title":"Asymptotic statistics","author":"AW van der Vaart","year":"1998","unstructured":"van der Vaart AW (1998) Asymptotic statistics. Cambridge University Press, Cambridge"},{"key":"366_CR11","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4757-2545-2","volume-title":"Weak convergence and empirical processes: with applications to statistics","author":"AW van der Vaart","year":"1996","unstructured":"van der Vaart AW, Wellner JA (1996) Weak convergence and empirical processes: with applications to statistics. Springer, New York"}],"container-title":["Statistical Methods &amp; Applications"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/link.springer.com\/article\/10.1007\/s10260-016-0366-7\/fulltext.html","content-type":"text\/html","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-016-0366-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"text-mining"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-016-0366-7","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"},{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/s10260-016-0366-7.pdf","content-type":"application\/pdf","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2020,5,16]],"date-time":"2020-05-16T16:54:46Z","timestamp":1589648086000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/s10260-016-0366-7"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2016,8,27]]},"references-count":11,"journal-issue":{"issue":"2","published-print":{"date-parts":[[2017,6]]}},"alternative-id":["366"],"URL":"https:\/\/doi.org\/10.1007\/s10260-016-0366-7","relation":{},"ISSN":["1618-2510","1613-981X"],"issn-type":[{"value":"1618-2510","type":"print"},{"value":"1613-981X","type":"electronic"}],"subject":[],"published":{"date-parts":[[2016,8,27]]},"assertion":[{"value":"22 August 2016","order":1,"name":"accepted","label":"Accepted","group":{"name":"ArticleHistory","label":"Article History"}},{"value":"27 August 2016","order":2,"name":"first_online","label":"First Online","group":{"name":"ArticleHistory","label":"Article History"}}]}}