Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Change Point Testing for the Drift Parameters of a Periodic Mean
  Reversion Process   In this paper we investigate the problem of detecting a change in the drift
parameters of a generalized Ornstein-Uhlenbeck process which is defined as the
solution of $dX_t=(L(t)-\alpha X_t) dt + \sigma dB_t$, and which is observed in
continuous time. We derive an explicit representation of the generalized
likelihood ratio test statistic assuming that the mean reversion function
$L(t)$ is a finite linear combination of known basis functions. In the case of
a periodic mean reversion function, we determine the asymptotic distribution of
the test statistic under the null hypothesis.

31
The categories of this paper are: ao-sci
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
10
The categories of this paper are: q-bio
19
The categories of this paper are: eess
24
The categories of this paper are: dg-ga
0
The categories of this paper are: hep-ph
25
The categories of this paper are: patt-sol
35
The categories of this paper are: mtrl-th
22
The categories of this paper are: chao-dyn
5
The categories of this paper are: gr-qc
27
The categories of this paper are: comp-gas
7
The categories of this paper are: hep-th
21
The categories of this paper are: adap-org