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Results: 3
WEAK CONSISTENCY OF THE EULER METHOD FOR NUMERICALLY SOLVING STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS COEFFICIENTS
Authors: CHAN KS STRAMER O
Citation: Ks. Chan et O. Stramer, WEAK CONSISTENCY OF THE EULER METHOD FOR NUMERICALLY SOLVING STOCHASTIC DIFFERENTIAL-EQUATIONS WITH DISCONTINUOUS COEFFICIENTS, Stochastic processes and their applications, 76(1), 1998, pp. 33-44
CONTINUOUS-TIME THRESHOLD AR(1) PROCESSES
Authors: STRAMER O BROCKWELL PJ TWEEDIE RL
Citation: O. Stramer et al., CONTINUOUS-TIME THRESHOLD AR(1) PROCESSES, Advances in Applied Probability, 28(3), 1996, pp. 728-746
ON THE APPROXIMATION OF CONTINUOUS-TIME THRESHOLD ARMA PROCESSES
Authors: BROCKWELL PJ STRAMER O
Citation: Pj. Brockwell et O. Stramer, ON THE APPROXIMATION OF CONTINUOUS-TIME THRESHOLD ARMA PROCESSES, Annals of the Institute of Statistical Mathematics, 47(1), 1995, pp. 1-20
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