Mathematics – Statistics Theory
Scientist
Mathematics
Statistics Theory
Scientist
Estimating a periodicity parameter in the drift of a time inhomogeneous diffusion
Estimating discontinuous periodic signals in a non-time homogeneous diffusion process
On LAN for parametrized continuous periodic signals in a time inhomogeneous diffusion
On nonlinear TAR processes and threshold estimation
Threshold estimation in autoregressive models driven by colored noise
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