Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2139945143 / rank | |||
Normal rank |
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 |
Statements
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (English)
0 references
25 September 2013
0 references
exponential ergodicity
0 references
Gaussian quasi-likelihood estimation
0 references
high-frequency sampling
0 references
Lévy driven stochastic differential equation
0 references
polynomial-type large deviation inequality
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references