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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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Bibliographic Details
Date:	2025
Main Author:	Нечипорук, Сергій
Format:	Article
Language:	English
Published:	Кам'янець-Подільський національний університет імені Івана Огієнка 2025
Online Access:	http://mcm-math.kpnu.edu.ua/article/view/338001
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Journal Title:	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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