Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190)
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scientific article; zbMATH DE number 7939100
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7939100 |
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Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (English)
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5 November 2024
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stochastic differential equation
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threshold Ornstein-Uhlenbeck process
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sequential method
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least squares estimator
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