On parameter estimation for switching ergodic diffusion processes (Q4495526)

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scientific article; zbMATH DE number 1488641
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On parameter estimation for switching ergodic diffusion processes
scientific article; zbMATH DE number 1488641

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    On parameter estimation for switching ergodic diffusion processes (English)
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    17 August 2001
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    trend parameter
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    ergodic diffusion
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    consistency
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    MLE
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