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Approximate Maximum Likelihood Estimation for a Two-Threshold Lévy Process: Convergence Assessment and Data Applications

This paper presents an approach to modelling complex dynamical systems using a two-threshold Lévy process, which allows for changes in process properties when crossing critical values. The proposed model combines three key components – drift, diffusion, and jump – which together enable the descripti...

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Datum:	2025
1. Verfasser:	Нечипорук, Сергій
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Кам'янець-Подільський національний університет імені Івана Огієнка 2025
Online Zugang:	http://mcm-math.kpnu.edu.ua/article/view/338001
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Mathematical and computer modelling. Series: Physical and mathematical sciences

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Mathematical and computer modelling. Series: Physical and mathematical sciences

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