The following pages link to (Q4839940):
Displaying 9 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Quasi-likelihood estimation of a threshold diffusion process (Q888343) (← links)
- On the approximation of continuous time threshold ARMA processes (Q1895432) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Diffusion Models for Double-ended Queues with Renewal Arrival Processes (Q3466703) (← links)
- Estimation of stable CARMA models with an application to electricity spot prices (Q5193316) (← links)
- Option Pricing with Threshold Diffusion Processes (Q5379177) (← links)
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
