Threshold estimation for jump-diffusions under small noise asymptotics

DOI10.1007/s11203-023-09286-yarXiv2207.09852OpenAlexW4321611170MaRDI QIDQ6166019

Mitsuki Kobayashi, Yasutaka Shimizu

Publication date: 6 July 2023

Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2207.09852

zbMATH Keywords

asymptotic distributiondiscrete observationssmall noise asymptotics

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Inference from stochastic processes and prediction (62M20) Jump processes on discrete state spaces (60J74)

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