Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269)
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scientific article; zbMATH DE number 7107472
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| English | Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models |
scientific article; zbMATH DE number 7107472 |
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Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (English)
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19 September 2019
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Lévy driven stochastic differential equation
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misspecified model
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Gaussian quasi-likelihood estimation
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extended Poisson equation
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high-frequency sampling
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stepwise estimation
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0.8304911255836487
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0.8219856023788452
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0.8087037205696106
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0.7952306270599365
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0.784201443195343
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