Open AccessJoint estimation for SDE driven by locally stable Lévy processes
Author(s) -
Emmanuelle Clément,
Arnaud Gloter
Publication year - 2020
Publication title -
electronic journal of statistics
Language(s) - Uncategorized
Resource type - Journals
SCImago Journal Rank - 1.482
H-Index - 54
ISSN - 1935-7524
DOI - 10.1214/20-ejs1737
Subject(s) - estimator , mathematics , jump , diagonal , rate of convergence , scale parameter , scale (ratio) , sigma , stochastic differential equation , jump process , convergence (economics) , mathematical analysis , statistics , computer science , physics , geometry , computer network , channel (broadcasting) , quantum mechanics , economics , economic growth