\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861)
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scientific article; zbMATH DE number 5071817
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| English | \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps |
scientific article; zbMATH DE number 5071817 |
Statements
\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (English)
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14 November 2006
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diffusion process with jumps
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infinitely many jumps
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\(M\)-estimation
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discrete observation
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parametric inference
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asymptotic normality
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partial efficiency
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0.8179314136505127
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0.8117846846580505
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0.8054977059364319
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0.8045156598091125
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0.8035805821418762
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