Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps |
scientific article |
Statements
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (English)
0 references
26 August 2010
0 references
large deviation
0 references
Lévy process
0 references
moderate deviations
0 references
quadratic variational process
0 references
0 references
