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06/29/2023
Quasi-Likelihood Analysis for Student-Lévy Regression
We consider the quasi-likelihood analysis for a linear regression model ...
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11/03/2021
Noise Inference For Ergodic Lévy Driven SDE
We study inference for the driving Lévy noise of an ergodic stochastic d...
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05/01/2021
Local Asymptotic Mixed Normality via Transition Density Approximation and an Application to Ergodic Jump-Diffusion Processes
We study sufficient conditions for local asymptotic mixed normality. We ...
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09/11/2020
Bootstrap method for misspecified ergodic Lévy driven stochastic differential equation models
In this paper, we consider possibly misspecified stochastic differential...
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04/28/2019
Schwartz type model selection for ergodic stochastic differential equation models
We study the construction of the theoretical foundation of model compari...
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02/12/2018