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

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+https://doi.org/10.1007/s11425-010-4027-2
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+W1971633228
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+Testing for jumps in a discretely observed process
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+Mesure invariante sur les classes r�currentes des processus de Markov
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+On the functional estimation of jump-diffusion models.
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Empirical likelihood confidence intervals for local linear smoothers
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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+Q5447119
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+Empirical likelihood ratio confidence intervals for a single functional
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+Empirical likelihood ratio confidence regions
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+Q4435813
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+Q4508926
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+Empirical likelihood estimation of discretely sampled processes of OU type
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+Empirical likelihood-based inference for nonparametric recurrent diffusions
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+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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