Model selection for Lévy measures in diffusion processes with jumps from discrete observations
type: Item
instance of: scholarly article
title: Model selection for Lévy measures in diffusion processes with jumps from discrete observations
zbMATH Open document ID: 1149.62073
author: Yasutaka Shimizu
published in: Journal of Statistical Planning and Inference
publication date: 2008-12-08T00:00:00Z
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 62F10
zbMATH DE Number: 5379310
zbMATH Keywords: diffusion processes with jumps
zbMATH Keywords: discrete observations
zbMATH Keywords: Lévy measures
zbMATH Keywords: model selection
zbMATH Keywords: expectations
zbMATH Keywords: unbiasedness
zbMATH Keywords: quasi-information criteria
zbMATH Keywords: asymptotic filters
MaRDI profile type: Publication
full work available at URL: j.jspi.2008.05.009
OpenAlex ID: W2050828310
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cites work: Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
cites work: Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps
cites work: Estimation of parameters for diffusion processes with jumps from discrete observations
cites work: Q4203656
cites work: Q3359614
cites work: Information criteria in model selection for mixing processes
cites work: Asymptotic Statistics
DOI: 10.1016/J.JSPI.2008.05.009
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description: scientific article; zbMATH DE number 5379310