Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809)
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scientific article; zbMATH DE number 5379310
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| English | Model selection for Lévy measures in diffusion processes with jumps from discrete observations |
scientific article; zbMATH DE number 5379310 |
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Model selection for Lévy measures in diffusion processes with jumps from discrete observations (English)
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8 December 2008
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diffusion processes with jumps
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discrete observations
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Lévy measures
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model selection
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expectations
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unbiasedness
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quasi-information criteria
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asymptotic filters
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0.8987767
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0.8969528
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0.8719582
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0.86527693
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0.8650589
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0.8602938
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0.8602155
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0.8601226
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