Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency
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Publication:367001
DOI10.1214/13-AOS1121zbMath1292.62124arXiv1308.2830OpenAlexW2139945143MaRDI QIDQ367001
Publication date: 25 September 2013
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1308.2830
exponential ergodicityGaussian quasi-likelihood estimationhigh-frequency samplingLévy driven stochastic differential equationpolynomial-type large deviation inequality
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