✦ LIBER ✦

Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations

✍ Scribed by Yasutaka Shimizu; Nakahiro Yoshida

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

M-Estimation for Discretely Observed Erg

✍ Yasutaka Shimizu 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 437 KB

Estimation for diffusion processes from

✍ Nakahiro Yoshida 📂 Article 📅 1992 🏛 Elsevier Science 🌐 English ⚖ 873 KB

Estimation of parameters for discretely

✍ Yasutaka Shimizu 📂 Article 📅 2010 🏛 Springer Japan 🌐 English ⚖ 364 KB

Test for parameter change in discretely

✍ Junmo Song; Sangyeol Lee 📂 Article 📅 2009 🏛 Springer Netherlands 🌐 English ⚖ 256 KB

Parameter estimation for fractional Orns

✍ Weilin Xiao; Weiguo Zhang; Weidong Xu 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 544 KB

Contrast-based information criterion for

✍ Masayuki Uchida 📂 Article 📅 2009 🏛 Springer Japan 🌐 English ⚖ 333 KB