{"paper":{"title":"Two-step estimation of ergodic L\\'evy driven SDE","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["stat.TH"],"primary_cat":"math.ST","authors_text":"Hiroki Masuda, Yuma Uehara","submitted_at":"2015-05-08T03:55:17Z","abstract_excerpt":"We consider high frequency samples from ergodic L\\'evy driven stochastic differential equation (SDE) with drift coefficient $a(x,\\alpha)$ and scale coefficient $c(x,\\gamma)$ involving unknown parameters $\\alpha$ and $\\gamma$. We suppose that the L\\'evy measure $\\nu_{0}$, has all order moments but is not fully specified. We will prove the joint asymptotic normality of some estimators of $\\alpha$, $\\gamma$ and a class of functional parameter $\\int\\varphi(z)\\nu_0(dz)$, which are constructed in a two-step manner: first, we use the Gaussian quasi-likelihood for estimation of $(\\alpha,\\gamma)$, and "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1505.01922","kind":"arxiv","version":6},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}