Change point analysis in Vasicek interest rate model
Main publications:
\begin{thebibliography}{9}
\RBibitem{1}
\by M. Lavielle and G. Teyssi`ere
\paper Detection of multiple change-points in multivariate time series
\jour Lithuanian Mathematical Journal
\yr 2006
\vol 46
\issue 3
\pages 287-306
G. A. Zotov, P. Lukianchenko, “Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise”, Dokl. RAN. Math. Inf. Proc. Upr., 514:2 (2023), 150–157; Dokl. Math., 108:suppl. 2 (2023), S293–S299
