Empirical likelihood inference for diffusion processes with jumps (Q625786): Difference between revisions

@@ Property / author @@
-Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
-Normal rank
@@ Property / author @@
-Han Chao Wang
@@ Property / author: Han Chao Wang / rank @@
-Normal rank
@@ Property / author @@
+Zheng Yan Lin
@@ Property / author: Zheng Yan Lin / rank @@
+Normal rank
@@ Property / author @@
+Han Chao Wang
@@ Property / author: Han Chao Wang / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11425-010-4027-2
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@@ Property / OpenAlex ID @@
+W1971633228
@@ Property / OpenAlex ID: W1971633228 / rank @@
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
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@@ Property / cites work @@
+Mesure invariante sur les classes r�currentes des processus de Markov
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@@ Property / cites work @@
+On the functional estimation of jump-diffusion models.
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@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
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@@ Property / cites work @@
+Empirical likelihood confidence intervals for local linear smoothers
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@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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@@ Property / cites work @@
+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5447119
@@ Property / cites work: Q5447119 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
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@@ Property / cites work @@
+Empirical likelihood ratio confidence regions
@@ Property / cites work: Empirical likelihood ratio confidence regions / rank @@
+Normal rank
@@ Property / cites work @@
+Q4435813
@@ Property / cites work: Q4435813 / rank @@
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@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
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@@ Property / cites work @@
+Q4508926
@@ Property / cites work: Q4508926 / rank @@
+Normal rank
@@ Property / cites work @@
+Empirical likelihood estimation of discretely sampled processes of OU type
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@@ Property / cites work @@
+Empirical likelihood-based inference for nonparametric recurrent diffusions
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@@ Property / cites work @@
+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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