Heiko Rachinger

Publication Activity (10 Years)

Years Active: 2020-2024
Publications (10 Years): 2

Top Topics

Diffusion Process

Diffusion Coefficient

Maximum Likelihood

Top Venues

Comput. Stat. Data Anal.

Publications

Heiko Rachinger, Edward M. H. Lin, Henghsiu Tsai
A bootstrap test for threshold effects in a diffusion process. Comput. Stat. 39 (5) (2024)
Ting-Hung Yu, Henghsiu Tsai, Heiko Rachinger
Approximate maximum likelihood estimation of a threshold diffusion process. Comput. Stat. Data Anal. 142 (2020)