Approximate maximum likelihood estimation of a threshold diffusion process (Q2008117)
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scientific article; zbMATH DE number 7135538
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| English | Approximate maximum likelihood estimation of a threshold diffusion process |
scientific article; zbMATH DE number 7135538 |
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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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0.96000993
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0.9525318
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0.94949746
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0.94717574
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0.9404831
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0.9319326
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0.92143357
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