\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s11203-005-8113-y / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2043649492 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic inference in Levy processes of the discontinuous type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3038325 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of an Ergodic Diffusion from Discrete Observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On multidimensional Ornstein-Uhlenbeck processes driven by a general Lévy process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Markovian processes II: continuous-time processes and sampled chains / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability of Markovian processes III: Foster–Lyapunov criteria for continuous-time processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4203656 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2767616 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Revision as of 21:51, 24 June 2024

scientific article
Language Label Description Also known as
English
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps
scientific article

    Statements

    \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (English)
    0 references
    0 references
    14 November 2006
    0 references
    diffusion process with jumps
    0 references
    infinitely many jumps
    0 references
    \(M\)-estimation
    0 references
    discrete observation
    0 references
    parametric inference
    0 references
    asymptotic normality
    0 references
    partial efficiency
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references