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Search: subject:"discrete observation"
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Discrete observation
7
discrete observation
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Mykland, Per A.
7
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Jacod, Jean
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Li, Yingying
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Podolskij, Mark
3
Vetter, Mathias
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Shimizu, Yasutaka
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Chen, Dachuan
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Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
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Journal of econometrics
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Statistical Inference for Stochastic Processes
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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RePEc
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Nonparametric inference in multiplicative intensity model by discrete time observation
Nishiyama, Yoichi
- In:
Annals of the Institute of Statistical Mathematics
62
(
2010
)
5
,
pp. 823-833
Persistent link: https://www.econbiz.de/10008533952
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12
M-Estimation for Discretely Observed Ergodic Diffusion Processes with Infinitely Many Jumps
Shimizu, Yasutaka
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
2
,
pp. 179-225
Persistent link: https://www.econbiz.de/10005391495
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13
Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
Shimizu, Yasutaka
;
Yoshida, Nakahiro
- In:
Statistical Inference for Stochastic Processes
9
(
2006
)
3
,
pp. 227-277
Persistent link: https://www.econbiz.de/10005615999
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