Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process

Please use this identifier to cite or link to this item: http://ir.sinica.edu.tw/handle/201000000A/79342

Title:	Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process
Authors:	Ting-Hung Yu Henghsiu Tsai Heiko Rachinger
Issue Date:	2020-02
Relation:	COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823
URI:	http://ir.sinica.edu.tw/handle/201000000A/79342
ISSN:	http://gateway.isiknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=Drexel&SrcApp=hagerty_opac&KeyRecord=0167-9473&DestApp=JCR&RQ=IF_CAT_BOXPLOT
URL:	https://www.sciencedirect.com/science/article/pii/S0167947319301707
Appears in Collections:	統計科學研究所

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