Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Approximate maximum likelihood estimation of a threshold diffusion process |
scientific article; zbMATH DE number 7135538
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate maximum likelihood estimation of a threshold diffusion process |
scientific article; zbMATH DE number 7135538 |
Statements
Approximate maximum likelihood estimation of a threshold diffusion process (English)
0 references
22 November 2019
0 references
irregularly-spaced data
0 references
threshold diffusion process
0 references
nonlinear time series
0 references
stochastic differential equation
0 references
maximum likelihood estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.96000993
0 references
0.9525318
0 references
0.94949746
0 references
0.94717574
0 references
0.9404831
0 references
0.9319326
0 references
0.92143357
0 references
