FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W1578896576> ?p ?o ?g. }

• W1578896576 endingPage "168" @default.
• W1578896576 startingPage "145" @default.
• W1578896576 abstract "This work deals with parameter estimation for the drift of jump diffusion processes which are driven by a Lévy process and whose drift term is linear in the parameter. In contrast to the commonly used maximum likelihood estimator, our proposed estimator has the practical advantage that its calculation does not require the evaluation of the continuous part of the sample path. In the important case of an Ornstein-Uhlenbeck-type jump diffusion, which is a widely used model, we prove consistency and asymptotic normality." @default.
• W1578896576 created "2016-06-24" @default.
• W1578896576 creator A5026594634 @default.
• W1578896576 creator A5034311038 @default.
• W1578896576 date "2012-11-27" @default.
• W1578896576 modified "2023-09-27" @default.
• W1578896576 title "Parameter estimation for the drift of a time inhomogeneous jump diffusion process" @default.
• W1578896576 cites W1223110754 @default.
• W1578896576 cites W1591798773 @default.
• W1578896576 cites W1989437851 @default.
• W1578896576 cites W2001040001 @default.
• W1578896576 cites W2016044786 @default.
• W1578896576 cites W2031817855 @default.
• W1578896576 cites W2058903005 @default.
• W1578896576 cites W2073605190 @default.
• W1578896576 cites W2091636333 @default.
• W1578896576 cites W2122456189 @default.
• W1578896576 cites W4213329537 @default.
• W1578896576 cites W4229844634 @default.
• W1578896576 cites W4232503961 @default.
• W1578896576 cites W4297584681 @default.
• W1578896576 cites W4299619507 @default.
• W1578896576 doi "https://doi.org/10.1111/j.1467-9574.2012.00537.x" @default.
• W1578896576 hasPublicationYear "2012" @default.
• W1578896576 type Work @default.
• W1578896576 sameAs 1578896576 @default.
• W1578896576 citedByCount "6" @default.
• W1578896576 countsByYear W15788965762016 @default.
• W1578896576 countsByYear W15788965762019 @default.
• W1578896576 countsByYear W15788965762020 @default.
• W1578896576 countsByYear W15788965762022 @default.
• W1578896576 crossrefType "journal-article" @default.
• W1578896576 hasAuthorship W1578896576A5026594634 @default.
• W1578896576 hasAuthorship W1578896576A5034311038 @default.
• W1578896576 hasBestOaLocation W15788965762 @default.
• W1578896576 hasConcept C105795698 @default.
• W1578896576 hasConcept C121332964 @default.
• W1578896576 hasConcept C121864883 @default.
• W1578896576 hasConcept C154945302 @default.
• W1578896576 hasConcept C167928553 @default.
• W1578896576 hasConcept C185429906 @default.
• W1578896576 hasConcept C199360897 @default.
• W1578896576 hasConcept C2524010 @default.
• W1578896576 hasConcept C2776436953 @default.
• W1578896576 hasConcept C2776502983 @default.
• W1578896576 hasConcept C2776825372 @default.
• W1578896576 hasConcept C2777735758 @default.
• W1578896576 hasConcept C2779664328 @default.
• W1578896576 hasConcept C2780695682 @default.
• W1578896576 hasConcept C28826006 @default.
• W1578896576 hasConcept C3017618536 @default.
• W1578896576 hasConcept C33923547 @default.
• W1578896576 hasConcept C41008148 @default.
• W1578896576 hasConcept C56739046 @default.
• W1578896576 hasConcept C61797465 @default.
• W1578896576 hasConcept C62520636 @default.
• W1578896576 hasConcept C65778772 @default.
• W1578896576 hasConcept C68710425 @default.
• W1578896576 hasConcept C69357855 @default.
• W1578896576 hasConcept C97355855 @default.
• W1578896576 hasConceptScore W1578896576C105795698 @default.
• W1578896576 hasConceptScore W1578896576C121332964 @default.
• W1578896576 hasConceptScore W1578896576C121864883 @default.
• W1578896576 hasConceptScore W1578896576C154945302 @default.
• W1578896576 hasConceptScore W1578896576C167928553 @default.
• W1578896576 hasConceptScore W1578896576C185429906 @default.
• W1578896576 hasConceptScore W1578896576C199360897 @default.
• W1578896576 hasConceptScore W1578896576C2524010 @default.
• W1578896576 hasConceptScore W1578896576C2776436953 @default.
• W1578896576 hasConceptScore W1578896576C2776502983 @default.
• W1578896576 hasConceptScore W1578896576C2776825372 @default.
• W1578896576 hasConceptScore W1578896576C2777735758 @default.
• W1578896576 hasConceptScore W1578896576C2779664328 @default.
• W1578896576 hasConceptScore W1578896576C2780695682 @default.
• W1578896576 hasConceptScore W1578896576C28826006 @default.
• W1578896576 hasConceptScore W1578896576C3017618536 @default.
• W1578896576 hasConceptScore W1578896576C33923547 @default.
• W1578896576 hasConceptScore W1578896576C41008148 @default.
• W1578896576 hasConceptScore W1578896576C56739046 @default.
• W1578896576 hasConceptScore W1578896576C61797465 @default.
• W1578896576 hasConceptScore W1578896576C62520636 @default.
• W1578896576 hasConceptScore W1578896576C65778772 @default.
• W1578896576 hasConceptScore W1578896576C68710425 @default.
• W1578896576 hasConceptScore W1578896576C69357855 @default.
• W1578896576 hasConceptScore W1578896576C97355855 @default.
• W1578896576 hasIssue "2" @default.
• W1578896576 hasLocation W15788965761 @default.
• W1578896576 hasLocation W15788965762 @default.
• W1578896576 hasOpenAccess W1578896576 @default.
• W1578896576 hasPrimaryLocation W15788965761 @default.
• W1578896576 hasRelatedWork W1578896576 @default.
• W1578896576 hasRelatedWork W1742944887 @default.
• W1578896576 hasRelatedWork W2025018633 @default.
• W1578896576 hasRelatedWork W2130077013 @default.
• W1578896576 hasRelatedWork W2170482258 @default.
• W1578896576 hasRelatedWork W2884941035 @default.
• W1578896576 hasRelatedWork W2966144289 @default.
• W1578896576 hasRelatedWork W4225414656 @default.

• next