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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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08/28/2020
Drift estimation of the threshold Ornstein-Uhlenbeck process from continuous and discrete observations
We refer by threshold Ornstein-Uhlenbeck to a continuous-time threshold ...
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12/10/2019