Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes

DOI10.1002/STA4.620MaRDI QIDQ6548880FDOQ6548880

Authors: Yuecai Han, Dingwen Zhang 

Publication date: 3 June 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

asymptotic normalitystrong consistencyergodic theoremtrajectory fitting estimatorthreshold Ornstein-Uhlenbeck processmodified trajectory fitting estimatorToeplitz Lemma

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited In (2)

• Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes
• Statistical inference for Ornstein-Uhlenbeck processes based on low-frequency observations

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