Quasi-likelihood analysis for the stochastic differential equation with jumps
| Year of publication: |
2011
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|---|---|
| Authors: | Ogihara, T. ; Yoshida, N. |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 14.2011, 3, p. 189-229
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| Publisher: |
Springer |
| Subject: | Diffusion process with jumps | Parametric inference | Discrete observation | Asymptotic normality | Quasi-maximum likelihood analysis | Bayes type analysis | Large deviation inequality |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009325263