Statistical inference for ergodic diffusion with Markovian switching (Q6970487)
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scientific article; zbMATH DE number 8053802
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Statistical inference for ergodic diffusion with Markovian switching |
scientific article; zbMATH DE number 8053802 |
Statements
Statistical inference for ergodic diffusion with Markovian switching (English)
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17 June 2025
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asymptotic inference
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diffusion process
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ergodicity
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Gaussian quasi-likelihood
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Markovian switching
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