Contrast function estimation for the drift parameter of ergodic jump diffusion process

24 July 2018

Papers citing "Contrast function estimation for the drift parameter of ergodic jump diffusion process"

3 / 3 papers shown

Title
Estimating functions for jump-diffusions N. Jakobsen Michael Sørensen 28 5 0 01 Sep 2017
Jump filtering and efficient drift estimation for Lévy-driven SDE's A. Gloter D. Loukianova H. Mai 30 23 0 16 Mar 2016
Convergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency Hiroki Masuda 39 55 0 13 Aug 2013