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

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Revision as of 21:51, 24 June 2024

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

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