characteristic functiontransition probabilitiesmaximum-likelihood estimationBrownian motionstate-space representationwhite noiserecursionsirregularly spaced dataCameron-Martin-Girsanov formulaCanadian Lynx Datacontinuous- time threshold ARMA \((p,q)\) processcontinuous-time threshold autoregressive processesCTARMA processesGaussian likelihoodslikelihood of observationslinear CARMA\((p,q)\) processesunderlying diffusion process
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