M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
| Year of publication: |
2006
|
|---|---|
| Authors: | Shimizu, Yasutaka |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 9.2006, 2, p. 179-225
|
| Publisher: |
Springer |
| Subject: | diffusion process with jumps | infinitely many jumps | M-estimation | discrete observation | parametric inference | asymptotic normality | partial efficiency |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005391495