Pages that link to "Item:Q5136954"
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The following pages link to Maximum likelihood drift estimation for a threshold diffusion (Q5136954):
Displayed 3 items.
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- First passage time density of an Ornstein–Uhlenbeck process with broken drift (Q5071667) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)