Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
| Year of publication: |
2006
|
|---|---|
| Authors: | Shimizu, Yasutaka ; Yoshida, Nakahiro |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 9.2006, 3, p. 227-277
|
| Publisher: |
Springer |
| Subject: | diffusion process with jumps | parametric inference | discrete observation | contrast function | asymptotic normality | asymptotic efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005615999