Pages that link to "Item:Q2815596"
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The following pages link to Asymptotic inference for jump diffusions with state-dependent intensity (Q2815596):
Displaying 5 items.
- Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (Q511537) (← links)
- Intensity process for a pure jump Lévy structural model with incomplete information (Q2258826) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Statistical inference for the intensity in a partially observed jump diffusion (Q2414732) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)