Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001): Difference between revisions

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Revision as of 22:43, 6 July 2024

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Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
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    Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (English)
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    25 September 2013
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    exponential ergodicity
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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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    polynomial-type large deviation inequality
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