Ill-posedness and multi-parameter regularization in an identification problem for jump diffusion processes

DOI10.1002/PAMM.200510284zbMath1395.91508OpenAlexW2050942396MaRDI QIDQ3177037

Dana Düvelmeyer

Publication date: 26 July 2018

Published in: PAMM (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/pamm.200510284

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Markov processes: estimation; hidden Markov models (62M05)

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