Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880)
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scientific article; zbMATH DE number 7858744
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| English | Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes |
scientific article; zbMATH DE number 7858744 |
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Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (English)
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3 June 2024
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asymptotic normality
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ergodic theorem
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modified trajectory fitting estimator
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strong consistency
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threshold Ornstein-Uhlenbeck process
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Toeplitz Lemma
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trajectory fitting estimator
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