Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations

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Publication:2141576

DOI10.1016/j.cam.2022.114264zbMath1486.62236arXiv2011.10793OpenAlexW3108681518WikidataQ114200133 ScholiaQ114200133MaRDI QIDQ2141576

Yuejuan Xi, Yaozhong Hu

Publication date: 25 May 2022

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2011.10793



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