Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596)
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scientific article
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| English | Jump filtering and efficient drift estimation for Lévy-driven SDEs |
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Jump filtering and efficient drift estimation for Lévy-driven SDEs (English)
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14 September 2018
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Lévy-driven SDE
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efficient drift estimation
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maximum likelihood estimation
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high frequency data
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ergodic properties
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