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Estimating functions for jump-diffusions

1 September 2017

Papers citing "Estimating functions for jump-diffusions"

4 / 4 papers shown

Title
Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function Chiara Amorino A. Gloter 16 5 0 25 Oct 2019
Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process Fabian Mies 51 10 0 19 Jun 2019
Contrast function estimation for the drift parameter of ergodic jump diffusion process Chiara Amorino A. Gloter 45 24 0 24 Jul 2018
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 74 44 0 12 Mar 2014