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Estimation of parameters and local times in a discretely observed threshold diffusion model

Fuente: arXiv

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Bibliographic Details
Main Authors:	Mazzonetto, Sara, Pigato, Paolo
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Probability primary: 62F12, secondary: 62M05, 60F05, 60J55
Online Access:	Acceder al recurso
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