Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (Q1931361): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2012.09.010 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2068273852 / rank | |||
Normal rank | |||
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 |
scientific article |
Statements
Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (English)
0 references
25 January 2013
0 references
re-weighted Nadaraya-Watson
0 references
second-order jump-diffusion
0 references
local linear estimator
0 references
