Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (Q367001)
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scientific article; zbMATH DE number 6211471
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| English | Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency |
scientific article; zbMATH DE number 6211471 |
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Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency (English)
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25 September 2013
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exponential ergodicity
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Gaussian quasi-likelihood estimation
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high-frequency sampling
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Lévy driven stochastic differential equation
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polynomial-type large deviation inequality
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0.8475594520568848
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0.8304911255836487
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0.8126503229141235
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0.7797253727912903
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0.7776661515235901
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