Pages that link to "Item:Q5136954"
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The following pages link to Maximum likelihood drift estimation for a threshold diffusion (Q5136954):
Displaying 13 items.
- Pathwise stability of likelihood estimators for diffusions via rough paths (Q341608) (← links)
- On identification of the threshold diffusion processes (Q421414) (← links)
- Deterministic equivalents of additive functionals of recurrent diffusions and drift estimation (Q623478) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- A threshold estimation problem for processes with hysteresis (Q1382206) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- (Q3830376) (← links)
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
- Two consistent estimators for the skew Brownian motion (Q5881039) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)