Two-step estimation of ergodic Lévy driven SDE (Q523453): Difference between revisions

@@ Property / author @@
-Hiroki Masuda
@@ Property / author: Hiroki Masuda / rank @@
-Normal rank
@@ Property / author @@
+Hiroki Masuda
@@ Property / author: Hiroki Masuda / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G51
@@ Property / Mathematics Subject Classification ID: 60G51 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+H10
@@ Property / Mathematics Subject Classification ID: 60H10 / rank @@
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@@ Property / zbMATH DE Number @@
+6706871
@@ Property / zbMATH DE Number: 6706871 / rank @@
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@@ Property / zbMATH Keywords @@
+asymptotic normality
@@ Property / zbMATH Keywords: asymptotic normality / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+ergodicity
@@ Property / zbMATH Keywords: ergodicity / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+functional parameter estimation
@@ Property / zbMATH Keywords: functional parameter estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Gaussian quasi-likelihood estimation
@@ Property / zbMATH Keywords: Gaussian quasi-likelihood estimation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+high-frequency sampling
@@ Property / zbMATH Keywords: high-frequency sampling / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Lévy driven stochastic differential equation
+Normal rank
@@ Property / describes a project that uses @@
+R
@@ Property / describes a project that uses: R / rank @@
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+W882516856
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+.01922
@@ Property / arXiv ID: 1505.01922 / rank @@
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
@@ Property / cites work: Lévy Processes and Stochastic Calculus / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of power variations of Lévy processes
+Normal rank
@@ Property / cites work @@
+Functional estimation for Lévy measures of semimartingales with Poissonian jumps
+Normal rank
@@ Property / cites work @@
+An efficiency result for the empirical characteristic function in stationary time-series models
+Normal rank
@@ Property / cites work @@
+Small-time moment asymptotics for Lévy processes
@@ Property / cites work: Small-time moment asymptotics for Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Q2845921
@@ Property / cites work: Q2845921 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+LAN property for ergodic diffusions with discrete observations
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Q3128639
@@ Property / cites work: Q3128639 / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical inference for ergodic diffusion processes.
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@@ Property / cites work @@
+Q4522401
@@ Property / cites work: Q4522401 / rank @@
+Normal rank
@@ Property / cites work @@
+Moment estimates for Lévy processes
@@ Property / cites work: Moment estimates for Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
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@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
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@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
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@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:523453