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"Approximate maximum likelihood estimation of a threshold diffusion process."

Ting-Hung Yu, Henghsiu Tsai, Heiko Rachinger (2020)

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DOI: 10.1016/J.CSDA.2019.106823

access: closed

type: Journal Article

metadata version: 2020-10-26

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Ting-Hung Yu, Henghsiu Tsai, Heiko Rachinger:
Approximate maximum likelihood estimation of a threshold diffusion process. Comput. Stat. Data Anal. 142 (2020)

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