Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (Q511537)
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scientific article; zbMATH DE number 6687620
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes |
scientific article; zbMATH DE number 6687620 |
Statements
Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump-diffusion processes (English)
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21 February 2017
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consistency
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asymptotic normality
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jump diffusions
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least-squares estimator
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Poisson processes
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partially observed system
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0.89577925
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0.89148694
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0.8913014
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0.8888029
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0.88059664
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0.8799551
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0.87845117
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