Estimation of parameters for diffusion processes with jumps from discrete observations (Q849862)
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scientific article; zbMATH DE number 5071818
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| English | Estimation of parameters for diffusion processes with jumps from discrete observations |
scientific article; zbMATH DE number 5071818 |
Statements
Estimation of parameters for diffusion processes with jumps from discrete observations (English)
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14 November 2006
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contrast function
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asymptotic normality
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asymptotic efficiency
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0.9537209
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0.9476228
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0.94340116
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0.9425478
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0.94094306
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0.93328345
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