Estimation of parameters for diffusion processes with jumps from discrete observations
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Publication:849862
DOI10.1007/s11203-005-8114-xzbMath1125.62089OpenAlexW2011131366MaRDI QIDQ849862
Nakahiro Yoshida, Yasutaka Shimizu
Publication date: 14 November 2006
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-005-8114-x
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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