Least squares estimators for stochastic differential equations with Markovian switching

DOI10.3934/DCDSB.2022258OpenAlexW4319989098MaRDI QIDQ2697299

Yuhang Zhen, Fu-bao Xi

Publication date: 18 April 2023

Published in: Discrete and Continuous Dynamical Systems. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/dcdsb.2022258

zbMATH Keywords

stochastic differential equationasymptotic distributionconsistencyleast squares estimatorMarkovian switching

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Diffusion processes (60J60) Processes in random environments (60K37)

Uses Software

• CRAN

Cites Work

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