Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (Q1931361): Difference between revisions
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| Property / author: Yu Ping Song / rank | |||
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| Property / author: Zheng Yan Lin / rank | |||
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| Property / author: Han Chao Wang / rank | |||
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| Property / author: Yu Ping Song / rank | |||
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| Property / author: Zheng Yan Lin / rank | |||
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| Property / author: Han Chao Wang / rank | |||
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| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2012.09.010 / rank | |||
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| Property / OpenAlex ID: W2068273852 / rank | |||
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Latest revision as of 20:32, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model |
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Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (English)
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25 January 2013
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re-weighted Nadaraya-Watson
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second-order jump-diffusion
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local linear estimator
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