Two-step estimation of ergodic Lévy driven SDE (Q523453)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two-step estimation of ergodic Lévy driven SDE |
scientific article |
Statements
Two-step estimation of ergodic Lévy driven SDE (English)
0 references
21 April 2017
0 references
asymptotic normality
0 references
ergodicity
0 references
functional parameter estimation
0 references
Gaussian quasi-likelihood estimation
0 references
high-frequency sampling
0 references
Lévy driven stochastic differential equation
0 references
0 references
0 references
0 references
