Sticky-threshold diffusions, local time approximation and parameter estimation

arXiv2403.08754MaRDI QIDQ6525967FDOQ6525967

Authors: Alexis Anagnostakis, Sara Mazzonetto 

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Diffusion processes (60J60) Local time and additive functionals (60J55)

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