Abstract
Abstract 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.
Full Text 
Sign-in/Register to access full text options
Sign-in/Register to access full text options 
Published version (
Free)
Free) 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a call
