Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation in stochastic differential equations. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Modelling with Jump Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4176867 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical estimation of multivariate Ornstein-Uhlenbeck processes and applications to co-integration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximnm contrast estimation for diffusion processes from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for stochastic differential equations with a small diffusion coefficient / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3462062 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least squares estimator for Ornstein-Uhlenbeck processes driven by \(\alpha \)-stable motions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3920437 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The consistency of a nonlinear least squares estimator from diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Asymptotic Expansion Approach to the Valuation of Interest Rate Contingent Claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3330343 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4841576 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistical inference for ergodic diffusion processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A sufficient condition for asymptotic sufficiency of incomplete observations of a diffusion process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4145232 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4522401 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter estimation for a class of stochastic differential equations driven by small stable noises from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on ``Least squares estimator for discretely observed Ornstein-Uhlenbeck processes with small Lévy noises'' / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate self-weighted LAD estimation of discretely observed ergodic Ornstein-Uhlenbeck processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quasi-likelihood analysis for the stochastic differential equation with jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4834284 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistency and asymptotic normality of an approximate maximum likelihood estimator for discretely observed diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic theory for non-linear least squares estimator for diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4947392 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3996259 / rank
 
Normal rank
Property / cites work
 
Property / cites work: \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of parameters for diffusion processes with jumps from discrete observations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-diffusion asymptotics for discretely sampled stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotic expansion approach to pricing financial contingent claims / rank
 
Normal rank
Property / cites work
 
Property / cites work: An asymptotic expansion scheme for optimal investment problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation for Discretely Observed Small Diffusions Based on Approximate Martingale Estimating Functions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximate martingale estimating functions for stochastic differential equations with small noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information criteria for small diffusions via the theory of Malliavin-Watanabe / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansion for small diffusions applied to option pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation in processes of Ornstein-Uhlenbeck type / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Statistics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic expansions of maximum likelihood estimators for small diffusions via the theory of Malliavin-Watanabe / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4038332 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Conditional expansions and their applications. / rank
 
Normal rank

Latest revision as of 05:51, 7 July 2024

scientific article
Language Label Description Also known as
English
Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
scientific article

    Statements

    Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (English)
    0 references
    0 references
    0 references
    0 references
    10 January 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotic distributions of LSEs
    0 references
    consistency of LSEs
    0 references
    discrete observations
    0 references
    least squares method
    0 references
    stochastic processes
    0 references
    parameter estimation
    0 references
    small Lévy noises
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references