Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations |
scientific article |
Statements
Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (English)
0 references
25 May 2022
0 references
threshold Ornstein-Uhlenbeck process
0 references
invariant measure
0 references
ergodic theorem
0 references
generalized moment estimators
0 references
strong consistency
0 references
asymptotic normality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
