Pages that link to "Item:Q2342396"
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The following pages link to Local asymptotic mixed normality property for discretely observed stochastic differential equations driven by stable Lévy processes (Q2342396):
Displayed 12 items.
- Efficient estimation of stable Lévy process with symmetric jumps (Q1656845) (← links)
- Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process (Q1730944) (← links)
- Local asymptotic normality property for fractional Gaussian noise under high-frequency observations (Q1800793) (← links)
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Estimating functions for SDE driven by stable Lévy processes (Q2337827) (← links)
- Asymptotics in small time for the density of a stochastic differential equation driven by a stable Lévy process (Q4615430) (← links)
- LAMN property for the drift and volatility parameters of a sde driven by a stable Lévy process (Q4967796) (← links)
- LAN property for an ergodic diffusion with jumps (Q5280372) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
- Parameter estimation for a discrete time model driven by fractional Poisson process (Q6107524) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)