Maximum likelihood drift estimation for a threshold diffusion (Q5136954): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
(5 intermediate revisions by 4 users not shown) | |||
Property / author | |||
Property / author: Paolo Pigato / rank | |||
Property / author | |||
Property / author: Paolo Pigato / rank | |||
Normal rank | |||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2982160820 / rank | |||
Normal rank | |||
Property / arXiv ID | |||
Property / arXiv ID: 1803.05408 / rank | |||
Normal rank | |||
links / mardi / name | links / mardi / name | ||
Latest revision as of 23:53, 19 April 2024
scientific article; zbMATH DE number 7279456
Language | Label | Description | Also known as |
---|---|---|---|
English | Maximum likelihood drift estimation for a threshold diffusion |
scientific article; zbMATH DE number 7279456 |
Statements
Maximum likelihood drift estimation for a threshold diffusion (English)
0 references
30 November 2020
0 references
maximum likelihood estimator
0 references
mixed normal distribution
0 references
null recurrent process
0 references
oscillating Brownian motion
0 references
threshold diffusion
0 references
transient process
0 references