Asymptotic Inference for Jump Diffusions with State-Dependent Intensity
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Publication:2815596
DOI10.1111/sjos.12189zbMath1419.62207OpenAlexW2385744119MaRDI QIDQ2815596
Bas J. M. Werker, Feike C. Drost, I. Gaia Becheri
Publication date: 29 June 2016
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12189
Asymptotic properties of parametric estimators (62F12) Markov processes: estimation; hidden Markov models (62M05)
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Cites Work
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