\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps
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Publication:849861
DOI10.1007/s11203-005-8113-yzbMath1125.62088OpenAlexW2043649492MaRDI QIDQ849861
Publication date: 14 November 2006
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-005-8113-y
asymptotic normality\(M\)-estimationparametric inferencediscrete observationdiffusion process with jumpsinfinitely many jumpspartial efficiency
Processes with independent increments; Lévy processes (60G51) Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Random measures (60G57)
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