Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095): Difference between revisions
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| Property / cites work: Large deviations for quadratic functionals of Gaussian processes / rank | |||
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| Property / cites work: Large deviations for quadratic forms of stationary Gaussian processes / rank | |||
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| Property / cites work: Large and moderate deviations for estimators of quadratic variational processes of diffusions. / rank | |||
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| Property / cites work: On estimating the diffusion coefficient from discrete observations / rank | |||
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| Property / cites work: Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process / rank | |||
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Latest revision as of 02:34, 3 July 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 |
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Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (English)
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26 August 2010
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large deviation
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Lévy process
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moderate deviations
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quadratic variational process
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