Pages that link to "Item:Q644964"

The following pages link to Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964):

Displaying 35 items.

• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001) (← links)
• Least squares estimators for discretely observed stochastic processes driven by small Lévy noises (Q391568) (← links)
• On a family of test statistics for discretely observed diffusion processes (Q391894) (← links)
• Adaptive Bayes type estimators of ergodic diffusion processes from discrete observations (Q398577) (← links)
• LAN property for a simple Lévy process (Q467698) (← links)
• Least squares estimators for stochastic differential equations driven by small Lévy noises (Q529425) (← links)
• Quasi-likelihood analysis for nonsynchronously observed diffusion processes (Q740191) (← links)
• Hybrid estimators for stochastic differential equations from reduced data (Q1656855) (← links)
• Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
• Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
• Generalized moment estimators for \(\alpha\)-stable Ornstein-Uhlenbeck motions from discrete observations (Q1984645) (← links)
• Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
• Quasi-likelihood analysis and Bayes-type estimators of an ergodic diffusion plus noise (Q2046480) (← links)
• Quasi-likelihood analysis and its applications (Q2137733) (← links)
• Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise (Q2166033) (← links)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• On the asymptotic properties of Bayes-type estimators with general loss functions (Q2317246) (← links)
• Statistical inference on the drift parameter in symmetric stable Lévy process with a deterministic drift (Q2323177) (← links)
• Partial quasi-likelihood analysis (Q2329845) (← links)
• Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
• Quasi likelihood analysis of volatility and nondegeneracy of statistical random field (Q2447656) (← links)
• Quantifying model uncertainty for the observed non-Gaussian data by the Hellinger distance (Q2656071) (← links)
• Model Selection for Volatility Prediction (Q2956059) (← links)
• (Q5011285) (← links)
• LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
• An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
• (Q5879927) (← links)
• Gaussian quasi-information criteria for ergodic Lévy driven SDE (Q6138755) (← links)
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
• Parameter estimation for ergodic linear SDEs from partial and discrete observations (Q6166017) (← links)
• Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
• Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
• Simplified quasi-likelihood analysis for a locally asymptotically quadratic random field (Q6664135) (← links)