Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
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Publication:927361
DOI10.1016/j.spl.2007.09.013zbMath1142.60019MaRDI QIDQ927361
Publication date: 5 June 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.09.013
Related Items
Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps, Estimation of the characteristics of a Lévy process, Large and moderate deviations of realized covolatility
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