Least squares estimators for discretely observed stochastic processes driven by small Lévy noises

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

zbMATH Keywords

parameter estimation; stochastic processes; discrete observations; least squares method; asymptotic distributions of LSEs; consistency of LSEs; small Lévy noises

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62E20: Asymptotic distribution theory in statistics

62M05: Markov processes: estimation; hidden Markov models

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