Maximum likelihood drift estimation for a threshold diffusion (Q5136954)
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scientific article; zbMATH DE number 7279456
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Maximum likelihood drift estimation for a threshold diffusion |
scientific article; zbMATH DE number 7279456 |
Statements
Maximum likelihood drift estimation for a threshold diffusion (English)
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30 November 2020
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maximum likelihood estimator
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mixed normal distribution
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null recurrent process
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oscillating Brownian motion
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threshold diffusion
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transient process
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