On identification of the threshold diffusion processes (Q421414): Difference between revisions

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-.1007/s10463-010-0318-1
@@ Property / DOI: 10.1007/s10463-010-0318-1 / rank @@
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+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
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+F12
@@ Property / Mathematics Subject Classification ID: 62F12 / rank @@
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+G10
@@ Property / Mathematics Subject Classification ID: 62G10 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+F15
@@ Property / Mathematics Subject Classification ID: 62F15 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6038179
@@ Property / zbMATH DE Number: 6038179 / rank @@
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@@ Property / zbMATH Keywords @@
+parameter estimation
@@ Property / zbMATH Keywords: parameter estimation / rank @@
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@@ Property / zbMATH Keywords @@
+singular estimation
@@ Property / zbMATH Keywords: singular estimation / rank @@
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@@ Property / zbMATH Keywords @@
+ergodic diffusion processes
@@ Property / zbMATH Keywords: ergodic diffusion processes / rank @@
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@@ Property / zbMATH Keywords @@
+goodness-of-fit tests
@@ Property / zbMATH Keywords: goodness-of-fit tests / rank @@
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@@ Property / zbMATH Keywords @@
+Cramer-von Mises type tests
@@ Property / zbMATH Keywords: Cramer-von Mises type tests / rank @@
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+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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+W2139988225
@@ Property / OpenAlex ID: W2139988225 / rank @@
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@@ Property / arXiv ID @@
+.3539
@@ Property / arXiv ID: 1003.3539 / rank @@
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@@ Property / cites work @@
+Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model
+Normal rank
@@ Property / cites work @@
+SELF EXCITING THRESHOLD INTEREST RATES MODELS
@@ Property / cites work: SELF EXCITING THRESHOLD INTEREST RATES MODELS / rank @@
+Normal rank
@@ Property / cites work @@
+Nonlinear time series. Nonparametric and parametric methods
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotics of M-estimators in two-phase linear regression models.
+Normal rank
@@ Property / cites work @@
+Delay Estimation for Some Stationary Diffusion-type Processes
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
+Normal rank
@@ Property / cites work @@
+On the goodness-of-fit testing for ergodic diffusion processes
+Normal rank
@@ Property / cites work @@
+Testing Statistical Hypotheses
@@ Property / cites work: Testing Statistical Hypotheses / rank @@
+Normal rank
@@ Property / cites work @@
+Q4139359
@@ Property / cites work: Q4139359 / rank @@
+Normal rank
@@ Property / cites work @@
+Goodness of fit test for ergodic diffusion processes
+Normal rank
@@ Property / cites work @@
+The Estimation of the Parameters of a Linear Regression System Obeying Two Separate Regimes
+Normal rank
@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Exact computation of the asymptotic efficiency of maximum likelihood estimators of a discontinuous signal in a Gaussian white noise
+Normal rank
@@ Property / cites work @@
+Stochastic calculus for finance. II: Continuous-time models.
+Normal rank
@@ Property / cites work @@
+Q3999154
@@ Property / cites work: Q3999154 / rank @@
+Normal rank
@@ Property / DOI @@
+.1007/S10463-010-0318-1
@@ Property / DOI: 10.1007/S10463-010-0318-1 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:421414