Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples (Q2844151)
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scientific article; zbMATH DE number 6202342
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| English | Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples |
scientific article; zbMATH DE number 6202342 |
Statements
28 August 2013
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diffusion coefficients
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jump-diffusions
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discrete observations
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asymptotic filter
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local times
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infinitesimal moments
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Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples (English)
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0.8386402726173401
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0.8242571353912354
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0.8226802349090576
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0.799850583076477
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