Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596)
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scientific article; zbMATH DE number 6599605
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| English | Asymptotic inference for jump diffusions with state-dependent intensity |
scientific article; zbMATH DE number 6599605 |
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29 June 2016
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jump diffusions
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limit experiment
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local asymptotic normality
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state-dependent intensity
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Asymptotic inference for jump diffusions with state-dependent intensity (English)
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0.8058634996414185
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0.7987288236618042
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0.7843483686447144
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0.782882571220398
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