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Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations

28 August 2020

Papers citing "Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations"

3 / 3 papers shown

Title
Statistical inference for multi-regime threshold Ornstein-Uhlenbeck processes Yuecai Han Dingwen Zhang 26 0 0 27 Mar 2024
Estimation of parameters and local times in a discretely observed threshold diffusion model Sara Mazzonetto P. Pigato 24 1 0 11 Mar 2024
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity Chiara Amorino A. Gloter 91 3 0 02 Mar 2022