\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861): Difference between revisions
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Latest revision as of 05:16, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps |
scientific article |
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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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