Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection for Lévy measures in diffusion processes with jumps from discrete observations |
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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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