Efficient estimation methods for non-Gaussian regression models in continuous time

DOI10.1007/s10463-021-00790-7OpenAlexW3135361814MaRDI QIDQ2075451

Yanyan Li

Publication date: 14 February 2022

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10463-021-00790-7

zbMATH Keywords

asymptotic efficiencyquadratic riskLévy processregression modelweighted least squares estimatesPinsker constant

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

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Cites Work

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