Two consistent estimators for the skew Brownian motion (Q5881039): Difference between revisions

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Latest revision as of 12:11, 17 August 2024

scientific article; zbMATH DE number 7661336
Language Label Description Also known as
English
Two consistent estimators for the skew Brownian motion
scientific article; zbMATH DE number 7661336

    Statements

    Two consistent estimators for the skew Brownian motion (English)
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    9 March 2023
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    skew Brownian motion
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    maximum likelihood estimator null recurrent process
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    expectation-maximization algorithm
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    excursion theory
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    Identifiers