| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 1152933 | Statistics & Probability Letters | 2010 | 9 Pages |
Abstract
We consider the stochastic differential equation driven by Lévy processes. Using discrete observations, moderate deviations for the threshold estimator of the quadratic variational process are studied. Moreover, we also obtain the functional moderate deviations.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Jiang Hui,