Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880)
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: Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7858744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7858744 |
Statements
Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (English)
0 references
3 June 2024
0 references
asymptotic normality
0 references
ergodic theorem
0 references
modified trajectory fitting estimator
0 references
strong consistency
0 references
threshold Ornstein-Uhlenbeck process
0 references
Toeplitz Lemma
0 references
trajectory fitting estimator
0 references
0 references
0 references
0 references
0 references
