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20132023
most citedConvergence of Gaussian quasi-likelihood random fields for ergodic Lévy driven SDE observed at high frequency

54 citations · 115 across the 22 of their papers we have counts for

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stat.ME2021

Noise Inference For Ergodic Lévy Driven SDE

Hiroki Masuda, Lorenzo Mercuri, Yuma Uehara

We study inference for the driving Lévy noise of an ergodic stochastic differential equation (SDE) model, when the process is observed at high-frequency and long time and when the…