Estimation of regime-switching diffusions via Fourier transforms
type: Item
instance of: scholarly article
title: Estimation of regime-switching diffusions via Fourier transforms
zbMATH Open document ID: 1539.62028
author: Thomas C. H. Lux
published in: Statistics and Computing
publication date: 2024-05-31T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 7857737
zbMATH Keywords: regime-switching diffusion
zbMATH Keywords: Fourier transformation
zbMATH Keywords: Fokker-Planck equation
zbMATH Keywords: multifractal diffusion
zbMATH Keywords: animal motion
MaRDI profile type: Publication
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DOI: 10.1007/S11222-024-10397-6
description: scientific article; zbMATH DE number 7857737