Unbiased parameter inference for a class of partially observed Lévy-process models
DOI10.3934/fods.2022008zbMath1489.62004arXiv2112.13874OpenAlexW4226019221MaRDI QIDQ2148969
Publication date: 24 June 2022
Published in: Foundations of Data Science (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2112.13874
Processes with independent increments; Lévy processes (60G51) Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Monte Carlo methods (65C05) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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