Least-squares estimators based on the Adams method for stochastic differential equations with small Lévy noise

DOI10.1007/S42081-022-00155-1zbMath1493.62502arXiv2201.06787OpenAlexW4221153286WikidataQ115370862 ScholiaQ115370862MaRDI QIDQ2166033

Mitsuki Kobayashi, Yasutaka Shimizu

Publication date: 23 August 2022

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2201.06787

zbMATH Keywords

asymptotic distributiondiscrete observationssmall noise asymptoticsAdams methodSDE driven by Lévy noise

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Threshold estimation for jump-diffusions under small noise asymptotics

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