Pages that link to "Item:Q5118460"
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The following pages link to Contrast function estimation for the drift parameter of ergodic jump diffusion process (Q5118460):
Displaying 10 items.
- Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process (Q2023465) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Parametric inference for small variance and long time horizon McKean-Vlasov diffusion models (Q2074311) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- LAMN property for jump diffusion processes with discrete observations on a fixed time interval (Q6101686) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
