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  • Search: subject:"approximation of diffusion processes"
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Non-linear time series 1 approximation of diffusion processes 1 continuous-time ARMA process 1 stochastic differential equation 1 threshold model 1
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Undetermined 1
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Article 1
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Brockwell, P. 1 Stramer, O. 1
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Annals of the Institute of Statistical Mathematics 1
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On the approximation of continuous time threshold ARMA processes
Brockwell, P.; Stramer, O. - In: Annals of the Institute of Statistical Mathematics 47 (1995) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10005169284
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