Pages that link to "Item:Q2919547"

The following pages link to A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples (Q2919547):

Displaying 12 items.

• Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
• Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
• A new aspect of a risk process and its statistical inference (Q1003819) (← links)
• Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
• Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
• Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
• Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
• (Q5011285) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
• Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)