Quasi-likelihood-based EM algorithm for regime-switching SDE
Crossref DOI link: https://doi.org/10.1007/s00180-025-01686-3
Published Online: 2026-02-11
Published Print: 2026-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cheng, Yuzhong
Masuda, Hiroki
Text and Data Mining valid from 2026-02-11
Version of Record valid from 2026-02-11
Article History
Received: 9 December 2024
Accepted: 31 October 2025
First Online: 11 February 2026
Declarations
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: The authors declare that they have no Conflict of interest.
: Not applicable.
: The authors consent.