On identification of the threshold diffusion processes
| Year of publication: |
2012
|
|---|---|
| Authors: | Kutoyants, Yury |
| Published in: |
Annals of the Institute of Statistical Mathematics. - Springer. - Vol. 64.2012, 2, p. 383-413
|
| Publisher: |
Springer |
| Subject: | Parameter estimation | Threshold models | Singular estimation | Ergodic diffusion process | Goodness-of-fit test | Cramer-von Mises type tests |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010848668