Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximate maximum likelihood estimation of a threshold diffusion process |
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Approximate maximum likelihood estimation of a threshold diffusion process (English)
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22 November 2019
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irregularly-spaced data
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threshold diffusion process
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nonlinear time series
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stochastic differential equation
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maximum likelihood estimator
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