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

@@ 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.
+Normal rank
@@ 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
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Statistics
@@ Property / cites work: Asymptotic Statistics / rank @@
+Normal rank