Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps |
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| Authors: | Jiang Hui |
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| Institution: | School of Science, Nanjing University of Aeronautics and Astronautics, Nanjing 210016, PR China;School of Mathematics and Statistics, Wuhan University, Wuhan 430072, PR China |
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| 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. |
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