| 题名 | Statistical inference for the intensity in a partially observed jump diffusion |
| 作者 | |
| 通讯作者 | Maroulas, Vasileios |
| 发表日期 | 2019-04
|
| DOI | |
| 发表期刊 | |
| ISSN | 0022-247X
|
| EISSN | 1096-0813
|
| 卷号 | 472期号:1页码:1-10 |
| 摘要 | This article focuses on a partially observed linear diffusion with jumps described by a Poisson process. Precisely, we study an inferential problem for the intensity of the Poisson process by establishing a moderate deviation principle for the least-squares estimator of the intensity. (C) 2018 Elsevier Inc. All rights reserved. |
| 关键词 | |
| 相关链接 | [来源记录] |
| 收录类别 | |
| 语种 | 英语
|
| 学校署名 | 其他
|
| 资助项目 | National Natural Science Foundation of China[61873325]
; National Natural Science Foundation of China[11831010]
|
| WOS研究方向 | Mathematics
|
| WOS类目 | Mathematics, Applied
; Mathematics
|
| WOS记录号 | WOS:000456896000001
|
| 出版者 | |
| ESI学科分类 | MATHEMATICS
|
| 来源库 | Web of Science
|
| 引用统计 |
被引频次[WOS]：2
|
| 成果类型 | 期刊论文 |
| 条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/26136 |
| 专题 | 理学院_数学系 工学院_材料科学与工程系 |
| 作者单位 | 1.Univ Tennessee, Dept Math, Knoxville, TN 37996 USA 2.Southern Univ Sci & Technol, Dept Math, Shenzhen 518055, Peoples R China |
| 推荐引用方式 GB/T 7714 |
Maroulas, Vasileios,Pan, Xiaoyang,Xiong, Jie. Statistical inference for the intensity in a partially observed jump diffusion[J]. JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,2019,472(1):1-10.
|
| APA |
Maroulas, Vasileios,Pan, Xiaoyang,&Xiong, Jie.(2019).Statistical inference for the intensity in a partially observed jump diffusion.JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS,472(1),1-10.
|
| MLA |
Maroulas, Vasileios,et al."Statistical inference for the intensity in a partially observed jump diffusion".JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS 472.1(2019):1-10.
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| 条目包含的文件 | 条目无相关文件。 | |||||
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