Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001): Difference between revisions
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Latest revision as of 10:46, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency |
scientific article |
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Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (English)
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25 September 2013
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exponential ergodicity
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Gaussian quasi-likelihood estimation
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high-frequency sampling
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Lévy driven stochastic differential equation
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polynomial-type large deviation inequality
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