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02/06/2023
Maximum likelihood estimator for skew Brownian motion: the convergence rate
We give a thorough description of the asymptotic property of the maximum...
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07/28/2022
Beyond the delta method
We give an asymptotic development of the maximum likelihood estimator (M...
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03/14/2018
Maximum likelihood drift estimation for a threshold diffusion
We study the maximum likelihood estimator of the drift parameters of a s...
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12/22/2017