Contrast function estimation for the drift parameter of ergodic jump diffusion process (Q5118460)
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scientific article; zbMATH DE number 7244824
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| English | Contrast function estimation for the drift parameter of ergodic jump diffusion process |
scientific article; zbMATH DE number 7244824 |
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Contrast function estimation for the drift parameter of ergodic jump diffusion process (English)
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8 September 2020
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efficient drift estimation
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ergodic properties
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high-frequency data
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Lévy-driven SDE
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thresholding methods
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