Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095)
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scientific article; zbMATH DE number 5774926
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| English | Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps |
scientific article; zbMATH DE number 5774926 |
Statements
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (English)
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26 August 2010
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large deviation
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Lévy process
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moderate deviations
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quadratic variational process
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0.8109222054481506
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0.8073515892028809
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0.7986370325088501
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0.7952501177787781
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