Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678): Difference between revisions

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Latest revision as of 04:26, 6 July 2024

scientific article; zbMATH DE number 6133053
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English
Local Linear Estimation of Recurrent Jump—Diffusion Models
scientific article; zbMATH DE number 6133053

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    Local Linear Estimation of Recurrent Jump—Diffusion Models (English)
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    31 January 2013
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    asymptotic normality
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    Harris recurrence
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    jump-diffusion model
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    local time
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    local linear estimation
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    nonparametric estimation
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    stochastic differential equation
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