Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models (Q2274269)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models |
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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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