Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361): 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.2007.09.013 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2064385920 / rank | |||
Normal rank | |||
Revision as of 00:25, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process |
scientific article |
Statements
Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (English)
0 references
5 June 2008
0 references
jump-diffusion Lévy model
0 references
threshold estimator
0 references
