Asymptotic inference for jump diffusions with state-dependent intensity

IG Becheri, FC Drost, BJM Werker

Research output: Contribution to journal › Article › Scientific

1 Citation (Scopus)

Original language	English
Pages (from-to)	1-23
Number of pages	23
Journal	Scandinavian Journal of Statistics: theory and applications
DOIs	https://doi.org/10.1111/sjos.12189
Publication status	Published - 2015

Keywords

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title = "Asymptotic inference for jump diffusions with state-dependent intensity",

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AU - Drost, FC

AU - Werker, BJM

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