Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131)
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scientific article; zbMATH DE number 7796631
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations |
scientific article; zbMATH DE number 7796631 |
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Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (English)
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29 January 2024
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interest rates
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maximum likelihood
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multi-threshold
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regime-switching
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self-exciting process
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threshold diffusion
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threshold Vasicek model
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