Statistical inference for the intensity in a partially observed jump diffusion
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Publication:2414732
DOI10.1016/j.jmaa.2018.10.026zbMath1418.62289OpenAlexW2897370800MaRDI QIDQ2414732
Jie Xiong, Vasileios Maroulas, Xiaoyang Pan
Publication date: 17 May 2019
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmaa.2018.10.026
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Least squares and related methods for stochastic control systems (93E24) Signal detection and filtering (aspects of stochastic processes) (60G35) Large deviations (60F10)
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Cites Work
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