Pages that link to "Item:Q2189127"

The following pages link to Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127):

Displaying 2 items.

• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)