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Two-step estimation of ergodic Lévy driven SDE - MaRDI portal

Two-step estimation of ergodic Lévy driven SDE (Q523453)

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Two-step estimation of ergodic Lévy driven SDE
scientific article

    Statements

    title
    Two-step estimation of ergodic Lévy driven SDE (English)
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    author
    Yuma Uehara
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    Hiroki Masuda
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    publication date
    21 April 2017
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    zbMATH Keywords
    asymptotic normality
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    ergodicity
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    functional parameter estimation
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    Gaussian quasi-likelihood estimation
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    high-frequency sampling
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    Lévy driven stochastic differential equation
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    describes a project that uses
    R
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    YUIMA
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    Identifiers

    Mathematics Subject Classification ID
    62M09
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    60G51
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    60H10
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    zbMATH DE Number
    6706871
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    OpenAlex ID
    W882516856
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    arXiv ID
    1505.01922
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