Pages that link to "Item:Q1162335"
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The following pages link to Asymptotic inference in Levy processes of the discontinuous type (Q1162335):
Displaying 16 items.
- The contiguity of probability measures and asymptotic inference in continuous time stationary diffusions and Gaussian processes with known covariance (Q594514) (← links)
- State estimation for Cox processes on general spaces (Q595268) (← links)
- Notes on estimating inverse-Gaussian and gamma subordinators under high-frequency sampling (Q734414) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Nonparametric estimation for a class of Lévy processes (Q736519) (← links)
- \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
- Model selection for Lévy measures in diffusion processes with jumps from discrete observations (Q958809) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Asymptotic theory for estimating the parameters of a Levy process (Q1167500) (← links)
- Local asymptotic mixed normality for semimartingale experiments (Q1203345) (← links)
- Local asymptotic normality for the scale parameter of stable processes. (Q1423213) (← links)
- Quasi-likelihood estimation for semimartingales (Q1821469) (← links)
- Nonparametric inference for discretely sampled Lévy processes (Q2428954) (← links)
- Inference on the Lévy measure in case of noisy observations (Q2452885) (← links)
- Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process (Q3619662) (← links)
- ESTIMATING THE SKEWNESS IN DISCRETELY OBSERVED LÉVY PROCESSES (Q5696355) (← links)