Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process

24 August 2016

Papers citing "Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process"

5 / 5 papers shown

Title
Estimation of a pure-jump stable Cox-Ingersoll-Ross process Elise Bayraktar E. Clément 14 1 0 05 Apr 2023
Parameter estimation for ergodic linear SDEs from partial and discrete observations Masahiro Kurisaki 14 2 0 24 Mar 2022
Estimation of the invariant density for discretely observed diffusion processes: impact of the sampling and of the asynchronicity Chiara Amorino A. Gloter 32 3 0 02 Mar 2022
Minimax rate of estimation for invariant densities associated to continuous stochastic differential equations over anisotropic Holder classes Chiara Amorino A. Gloter 14 7 0 06 Oct 2021
Modeling high-frequency financial data by pure jump processes Bing-Yi Jing Xinbing Kong Zhi Liu 41 65 0 05 Jun 2012