• Publications
  • Influence
Approximate quadratic estimating function for discretely observed Levy driven SDEs with application to a noise normality test (諸分野との協働による数理科学のフロンティア--RIMS研究集会報告集) -- (確率統計学における漸近的方法とその広がり)
In this paper we deal with a family of ergodic Lévy-driven stochastic differential equations observed at high-frequency discrete sampling points, where we do not suppose a specific form of theExpand
...
1
2
3
4
5
...