hu.xi:22:parameter¶
BibTeX Entry:
@article{hu.xi:22:parameter,
author = {Hu, Yaozhong and Xi, Yuejuan},
doi = {10.1016/j.cam.2022.114264},
fjournal = {Journal of Computational and Applied Mathematics},
issn = {0377-0427,1879-1778},
journal = {J. Comput. Appl. Math.},
mrclass = {62M05 (62F12)},
mrnumber = {4400030},
mrreviewer = {Snje\v{z}ana\ Lubura Strunjak},
pages = {Paper No. 114264, 17},
title = {Parameter estimation for threshold {O}rnstein-{U}hlenbeck processes from discrete observations},
url = {https://doi.org/10.1016/j.cam.2022.114264},
volume = {411},
year = {2022}
}