Pages that link to "Item:Q421414"
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The following pages link to On identification of the threshold diffusion processes (Q421414):
Displaying 7 items.
- Estimation in threshold autoregressive models with correlated innovations (Q380012) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- On nonlinear TAR processes and threshold estimation (Q893070) (← links)
- Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
