Inference of binary regime models with jump discontinuities (Q6108879)
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scientific article; zbMATH DE number 7705109
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference of binary regime models with jump discontinuities |
scientific article; zbMATH DE number 7705109 |
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Inference of binary regime models with jump discontinuities (English)
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30 June 2023
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regime-switching models
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jump diffusion models
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threshold method
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statistical inference
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