Estimation of regime-switching diffusions via Fourier transforms (Q6547753)
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scientific article; zbMATH DE number 7857737
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of regime-switching diffusions via Fourier transforms |
scientific article; zbMATH DE number 7857737 |
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Estimation of regime-switching diffusions via Fourier transforms (English)
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31 May 2024
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regime-switching diffusion
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Fourier transformation
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Fokker-Planck equation
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multifractal diffusion
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animal motion
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