Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095): 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/10.1016/j.spl.2010.04.009 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2005714247 / rank | |||
Normal rank |
Revision as of 22:38, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps |
scientific article |
Statements
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (English)
0 references
26 August 2010
0 references
large deviation
0 references
Lévy process
0 references
moderate deviations
0 references
quadratic variational process
0 references