Statistical inference for misspecified ergodic Lévy driven stochastic
differential equation models

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Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models

3 February 2017

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Papers citing "Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models"

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Title
Non-Gaussian quasi-likelihood estimation of SDE driven by locally stable Lévy process Hiroki Masuda 56 33 0 24 Aug 2016
Two-step estimation of ergodic Lévy driven SDE Hiroki Masuda Yuma Uehara 44 4 0 08 May 2015
Parametric estimation of Lévy processes Hiroki Masuda 52 9 0 01 Sep 2014
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 57 44 0 12 Mar 2014
High-frequency Donsker theorems for Lévy measures Richard Nickl M. Reiß Jakob Sohl Mathias Trabs 54 25 0 09 Oct 2013
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency Hiroki Masuda 47 55 0 13 Aug 2013
Non-parametric adaptive estimation of the drift for a jump diffusion process Emeline Schmisser 112 33 0 12 Jun 2012
$Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package$ Parameter estimation for the discretely observed fractional Ornstein-Uhlenbeck process and the Yuima R package A. Brouste S. Iacus 98 81 0 16 Dec 2011