Pages that link to "Item:Q2274300"

The following pages link to Estimating functions for jump-diffusions (Q2274300):

Displaying 10 items.

• Asymptotic lower bounds in estimating jumps (Q395992) (← links)
• Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
• \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
• On the functional estimation of jump-diffusion models. (Q1398983) (← links)
• Efficient estimation and filtering for multivariate jump-diffusions (Q2024483) (← 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)
• Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
• Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596) (← links)
• Asymptotic analysis and explicit estimation of a class of stochastic volatility models with jumps using the martingale estimating function approach (Q2843840) (← links)