Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process |
scientific article; zbMATH DE number 7032904
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process |
scientific article; zbMATH DE number 7032904 |
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
0.8678366541862488
0 references
0.8475594520568848
0 references
0.8300765752792358
0 references
0.8219856023788452
0 references
0.81526118516922
0 references
