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The level of self-organized criticality in oscillating Brownian motion: $n$-consistency and stable Poisson-type convergence of the MLE
For some discretely observed path of oscillating Brownian motion with level of self-organized criticality $ρ_0$, we prove in the infill asymptotics that the MLE is $n$-consistent, where $n$ denotes the sample size, and derive its limit distribution with respect to stable convergence. As the transiti
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