Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
type: Item
instance of: scholarly article
title: Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps
zbMATH Open document ID: 1196.60038
author: Jiang Hui
published in: Statistics \& Probability Letters
publication date: 2010-08-26T00:00:00Z
Mathematics Subject Classification ID: 60F10
Mathematics Subject Classification ID: 62J05
Mathematics Subject Classification ID: 60J05
Mathematics Subject Classification ID: 37M05
Mathematics Subject Classification ID: 37M10
zbMATH DE Number: 5774926
zbMATH Keywords: large deviation
zbMATH Keywords: Lévy process
zbMATH Keywords: moderate deviations
zbMATH Keywords: quadratic variational process
MaRDI profile type: Publication
full work available at URL: j.spl.2010.04.009
OpenAlex ID: W2005714247
cites work: Q4356594
cites work: Large deviations for quadratic functionals of Gaussian processes
cites work: Large deviations for quadratic forms of stationary Gaussian processes
cites work: Large and moderate deviations for estimators of quadratic variational processes of diffusions.
cites work: On estimating the diffusion coefficient from discrete observations
cites work: Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
DOI: 10.1016/J.SPL.2010.04.009
description: scientific article; zbMATH DE number 5774926