"Quasi-likelihood-based EM algorithm for regime-switching SDE."

Yuzhong Cheng, Hiroki Masuda (2026)

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DOI: 10.1007/S00180-025-01686-3

access: closed

type: Journal Article

metadata version: 2026-03-09

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Yuzhong Cheng, Hiroki Masuda:
Quasi-likelihood-based EM algorithm for regime-switching SDE. Comput. Stat. 41(3): 44 (2026)

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