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Consistency and asymptotics of a Poisson intensity least-squares estimator for partially observed jump–diffusion processes
Djouadi, Seddik M., Maroulas, Vasileios, Pan, Xiaoyang, Xiong, JieVolume:
123
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2016.11.017
Date:
April, 2017
File:
PDF, 407 KB
english, 2017