\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1007/s11203-005-8113-y / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2043649492 / rank | |||
Normal rank |
Revision as of 18:55, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps |
scientific article |
Statements
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (English)
0 references
14 November 2006
0 references
diffusion process with jumps
0 references
infinitely many jumps
0 references
\(M\)-estimation
0 references
discrete observation
0 references
parametric inference
0 references
asymptotic normality
0 references
partial efficiency
0 references