Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations

21 November 2020

Papers citing "Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations"

4 / 4 papers shown

Title
$Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion$ Asymptotic properties of parameter estimators in Vasicek model driven by tempered fractional Brownian motion Y. Mishura K. Ralchenko O. Dehtiar 33 0 0 04 Jun 2024
Statistical inference for multi-regime threshold Ornstein-Uhlenbeck processes Yuecai Han Dingwen Zhang 21 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
Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations Sara Mazzonetto P. Pigato 23 7 0 28 Aug 2020