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]

@inproceedings{DjouadiMPX16,
  title = {On least-squares estimation for partially observed jump-diffusion processes},
  author = {Seddik M. Djouadi and Vasileios Maroulas and Xiaoyang Pan and Jie Xiong},
  year = {2016},
  doi = {10.1109/ACC.2016.7525329},
  url = {https://doi.org/10.1109/ACC.2016.7525329},
  researchr = {https://researchr.org/publication/DjouadiMPX16},
  cites = {0},
  citedby = {0},
  pages = {2717-2722},
  booktitle = {2016 American Control Conference, ACC 2016, Boston, MA, USA, July 6-8, 2016},
  publisher = {IEEE},
  isbn = {978-1-4673-8682-1},
}