A three-stage estimator combining staged Gaussian quasi-likelihood and intensity contrast for hybrid switching Lévy-driven SDEs is proved consistent and jointly asymptotically normal under high-frequency sampling and ergodicity conditions established via skeleton-chain methods.
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Ergodicity and High-Frequency Inference for Hybrid Switching L\'{e}vy-Driven Stochastic Differential Equations
A three-stage estimator combining staged Gaussian quasi-likelihood and intensity contrast for hybrid switching Lévy-driven SDEs is proved consistent and jointly asymptotically normal under high-frequency sampling and ergodicity conditions established via skeleton-chain methods.