On Identification of the Threshold Diffusion Processes

18 March 2010

Papers citing "On Identification of the Threshold Diffusion Processes"

3 / 3 papers shown

Title
On Parameter Estimation of Threshold Autoregressive Models N. Chan Yury A. Kutoyants 86 28 0 18 Mar 2010
On the Goodness-of-Fit Tests for Some Continuous Time Processes S. Dachian Yury A. Kutoyants 69 35 0 26 Mar 2009
On the Goodness-of-Fit Testing for Ergodic Diffusion Processes Yury A. Kutoyants 107 16 0 26 Mar 2009