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Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models. ANN I STAT MATH 2022. [DOI: 10.1007/s10463-022-00854-2] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/12/2022]
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Masuda H, Mercuri L, Uehara Y. Noise inference for ergodic Lévy driven SDE. Electron J Stat 2022. [DOI: 10.1214/22-ejs2006] [Citation(s) in RCA: 0] [Impact Index Per Article: 0] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Subscribe] [Scholar Register] [Indexed: 11/19/2022]
Affiliation(s)
- Hiroki Masuda
- Department of Mathematical Sciences, Faculty of Mathematics, Kyushu University
| | - Lorenzo Mercuri
- Department of Economics, Management and Quantitative Methods, University of Milan
| | - Yuma Uehara
- Department of Mathematics, Faculty of Engineering Science, Kansai University
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Statistical inference for misspecified ergodic Lévy driven stochastic differential equation models. Stoch Process Their Appl 2019. [DOI: 10.1016/j.spa.2018.11.007] [Citation(s) in RCA: 7] [Impact Index Per Article: 1.4] [Reference Citation Analysis] [Track Full Text] [Journal Information] [Submit a Manuscript] [Subscribe] [Scholar Register] [Indexed: 11/22/2022]
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