Estimation of regime-switching diffusions via Fourier transforms (Q6547753)
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scientific article; zbMATH DE number 7857737
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| English | Estimation of regime-switching diffusions via Fourier transforms |
scientific article; zbMATH DE number 7857737 |
Statements
Estimation of regime-switching diffusions via Fourier transforms (English)
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31 May 2024
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regime-switching diffusion
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Fourier transformation
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Fokker-Planck equation
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multifractal diffusion
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animal motion
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0.7440588474273682
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0.7422353625297546
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0.7303388714790344
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0.7299932837486267
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0.7268046140670776
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