Least squares estimators for discretely observed stochastic processes driven by small Lévy noises
From MaRDI portal
Publication:391568
DOI10.1016/j.jmva.2013.01.012zbMath1277.62197arXiv1204.4761MaRDI QIDQ391568
Hongwei Long, Yasutaka Shimizu, Wei Sun
Publication date: 10 January 2014
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1204.4761
parameter estimation; stochastic processes; discrete observations; least squares method; asymptotic distributions of LSEs; consistency of LSEs; small Lévy noises
62F12: Asymptotic properties of parametric estimators
62E20: Asymptotic distribution theory in statistics
62M05: Markov processes: estimation; hidden Markov models
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