Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process |
scientific article |
Statements
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (English)
0 references
6 March 2019
0 references
asymptotic mixed normality
0 references
high-frequency sampling
0 references
locally stable Lévy process
0 references
stable quasi-likelihood function
0 references
stochastic differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
