On least-squares estimation for partially observed jump-diffusion processes

Seddik M. Djouadi, Vasileios Maroulas, Xiaoyang Pan, Jie Xiong. On least-squares estimation for partially observed jump-diffusion processes. In 2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016. pages 2717-2722, IEEE, 2016. [doi]

Abstract

Abstract is missing.