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
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
asymptotic normalityinvariant measureergodic theoremstrong consistencygeneralized moment estimatorsthreshold Ornstein-Uhlenbeck process
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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