Efficient estimation methods for non-Gaussian regression models in continuous time
type: Item
instance of: scholarly article
title: Efficient estimation methods for non-Gaussian regression models in continuous time
author: Yanyan Li
published in: Annals of the Institute of Statistical Mathematics
publication date: 2022-02-14T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7473257
zbMATH Keywords: regression model
zbMATH Keywords: Lévy process
zbMATH Keywords: asymptotic efficiency
zbMATH Keywords: weighted least squares estimates
zbMATH Keywords: Pinsker constant
zbMATH Keywords: quadratic risk
MaRDI profile type: Publication
full work available at URL: s10463-021-00790-7
OpenAlex ID: W3135361814
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DOI: 10.1007/S10463-021-00790-7
description: scientific article; zbMATH DE number 7473257