Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes

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DOI10.1002/sta4.620MaRDI QIDQ6548880

Yuecai Han, Dingwen Zhang

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normality ergodic theorem strong consistency trajectory fitting estimator threshold Ornstein-Uhlenbeck process modified trajectory fitting estimator Toeplitz Lemma

Mathematics Subject Classification ID

Statistics (62-XX)

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