Asymptotic inference for jump diffusions with state-dependent intensity

IG Becheri, FC Drost, BJM Werker

Research output: Contribution to journalArticle

1 Citation (Scopus)
Original languageEnglish
Pages (from-to)1-23
Number of pages23
JournalScandinavian Journal of Statistics: theory and applications
DOIs
Publication statusPublished - 2015

Keywords

  • CWTS 0.75 <= JFIS < 2.00

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