Pages that link to "Item:Q2919547"
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The following pages link to A practical inference for discretely observed jump-diffusions from finite samples (Q2919547):
Displaying 16 items.
- Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Global jump filters and quasi-likelihood analysis for volatility (Q2042527) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- Consistency of Bayesian nonparametric inference for discretely observed jump diffusions (Q2419674) (← links)
- Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes (Q2447652) (← links)
- (Q5011285) (← links)
- IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
