On identification of the threshold diffusion processes (Q421414)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On identification of the threshold diffusion processes |
scientific article |
Statements
On identification of the threshold diffusion processes (English)
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23 May 2012
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parameter estimation
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singular estimation
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ergodic diffusion processes
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goodness-of-fit tests
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Cramer-von Mises type tests
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