On parameter estimation for switching ergodic diffusion processes (Q4495526)
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scientific article; zbMATH DE number 1488641
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| English | On parameter estimation for switching ergodic diffusion processes |
scientific article; zbMATH DE number 1488641 |
Statements
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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0.9753779
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0.9072864
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0.9052697
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