On stability of diffusions with compound-Poisson jumps

MaRDI QIDQ2844152zbMATHFDO

Authors Hiroki Masuda

Publication date 28 August 2013

Published in Bulletin of Informatics and Cybernetics (Search for Journal in Brave)

zbMATH Keywords

exponential ergodicityboundedness of momentsdiffusion with compound-Poisson jumpsexponential \(\beta\)-mixing property

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cited in

(11)

• On the asymptotic properties of Bayes-type estimators with general loss functions
• Estimating functions for jump-diffusions
• Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
• Efficient drift parameter estimation for ergodic solutions of backward SDEs
• Quasi-likelihood analysis for the stochastic differential equation with jumps
• Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation
• Large deviation limits of invariant measures
• Regularity of semigroups generated by Lévy type operators via coupling
• scientific article; zbMATH DE number 7387192 (Why is no real title available?)
• Stability for multidimensional jump-diffusion processes
• Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

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