Two-step estimation of ergodic Lévy driven SDE (Q523453): Difference between revisions
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Revision as of 08:47, 14 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step estimation of ergodic Lévy driven SDE |
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Two-step estimation of ergodic Lévy driven SDE (English)
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21 April 2017
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asymptotic normality
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ergodicity
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functional parameter estimation
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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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