Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples
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Publication:2844151
zbMATH Open1270.60089MaRDI QIDQ2844151FDOQ2844151
Authors: Yasutaka Shimizu 
Publication date: 28 August 2013
Published in: Bulletin of Informatics and Cybernetics (Search for Journal in Brave)
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Cited In (7)
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
- Jump filtering and efficient drift estimation for Lévy-driven SDEs
- Non-parametric adaptive estimation of the drift for a jump diffusion process
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps
- Estimating functions for jump-diffusions
- A practical inference for discretely observed jump-diffusions from finite samples
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps?
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