Pages that link to "Item:Q2189127"
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The following pages link to Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127):
Displaying 4 items.
- Analysis and estimation of the states of special jump Markov processes. I: Martingale representation (Q1778954) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)