Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models

DOI10.1007/s10463-022-00854-2arXiv2009.05232OpenAlexW4308906600MaRDI QIDQ6173727

Yuma Uehara

Publication date: 13 July 2023

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.05232

zbMATH Keywords

bootstrap methodLévy driven stochastic differential equationmisspecified model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models
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• Estimation for misspecified ergodic diffusion processes from discrete observations
• Bootstrapping High-Frequency Jump Tests
• Some Integral Inequalities with Applications to the Imbedding of Sobolev Spaces Defined Over Irregular Domains
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