Estimation of Parameters for Diffusion Processes with Jumps from Discrete Observations
Author:
Publisher
Springer Science and Business Media LLC
Subject
Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11203-005-8114-x.pdf
Reference29 articles.
1. A Review of Some Aspects of Asymptotic Likelihood Theory for Stochastic Processes
2. Martingale Estimation Functions for Discretely Observed Diffusion Processes
3. Bichteler, K. and Jacod, J.: Calcul de Malliavin pour les diffusions avec sauts: existence d’une densite dans le cas unidimensionnel, Lecture Notes in Math, Springer-Verlag, Berlin, 1986, pp. 132–157.
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