Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (Q2815596)
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English | Asymptotic Inference for Jump Diffusions with State-Dependent Intensity |
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Asymptotic Inference for Jump Diffusions with State-Dependent Intensity (English)
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29 June 2016
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jump diffusions
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limit experiment
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local asymptotic normality
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state-dependent intensity
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