Estimation of parameters for diffusion processes with jumps from discrete observations

DOI10.1007/s11203-005-8114-xzbMath1125.62089OpenAlexW2011131366MaRDI QIDQ849862

Nakahiro Yoshida, Yasutaka Shimizu

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/s11203-005-8114-x

zbMATH Keywords

asymptotic normalityasymptotic efficiencycontrast function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)

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