\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
Property / DOI | |||
Property / DOI: 10.1007/s11203-005-8113-y / rank | |||
Property / DOI | |||
Property / DOI: 10.1007/S11203-005-8113-Y / rank | |||
Normal rank |
Revision as of 11:02, 9 December 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps |
scientific article |
Statements
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (English)
0 references
14 November 2006
0 references
diffusion process with jumps
0 references
infinitely many jumps
0 references
\(M\)-estimation
0 references
discrete observation
0 references
parametric inference
0 references
asymptotic normality
0 references
partial efficiency
0 references
0 references