Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361)
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scientific article; zbMATH DE number 5285355
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process |
scientific article; zbMATH DE number 5285355 |
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Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (English)
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5 June 2008
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jump-diffusion Lévy model
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threshold estimator
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