Estimation of parameters for diffusion processes with jumps from discrete observations

Statistical Inference for Stochastic Processes

Volumn 9, Issue 3, 2006, Pages 227-277

  Shimizu, Yasutaka ^a   Yoshida, Nakahiro ^b  

^a OSAKA UNIVERSITY   (Japan)

^b UNIVERSITY OF TOKYO   (Japan)

Author keywords

Asymptotic efficiency; Asymptotic normality; Contrast function; Diffusion process with jumps; Discrete observation; Parametric inference

Indexed keywords

EID: 33745893839     PISSN: 13870874     EISSN: 15729311     Source Type: Journal    
DOI: 10.1007/s11203-005-8114-x     Document Type: Article

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