Adaptive Bayes estimator for stochastic differential equations with jumps under small noise asymptotics

Fuente: arXiv

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Bibliographic Details
Main Authors:	Suzuki, Shuntaro, Wakamatsu, Takaaki, Shimizu, Yasutaka
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory 62M20, 62G20, 62F15
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2412.20640