Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438): Difference between revisions

@@ Property / describes a project that uses @@
+CAViaR
@@ Property / describes a project that uses: CAViaR / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2011.12.067
+Normal rank
@@ Property / OpenAlex ID @@
+W2066928215
@@ Property / OpenAlex ID: W2066928215 / rank @@
+Normal rank
@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+Q4086524
@@ Property / cites work: Q4086524 / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+Jump diffusion processes and their applications in insurance and finance
+Normal rank
@@ Property / cites work @@
+Estimation of an Ergodic Diffusion from Discrete Observations
+Normal rank
@@ Property / cites work @@
+Limiting distributions for \(L_1\) regression estimators under general conditions
+Normal rank
@@ Property / cites work @@
+Regression Quantiles
@@ Property / cites work: Regression Quantiles / rank @@
+Normal rank
@@ Property / cites work @@
+Quantile Regression Estimator for GARCH Models
@@ Property / cites work: Quantile Regression Estimator for GARCH Models / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
+Normal rank
@@ Property / cites work @@
+Q4947392
@@ Property / cites work: Q4947392 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of parameters for diffusion processes with jumps from discrete observations
+Normal rank
@@ Property / cites work @@
+Parameter estimation and bias correction for diffusion processes
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Conditional Quantile Estimation for Generalized Autoregressive Conditional Heteroscedasticity Models
+Normal rank
@@ Property / cites work @@
+Closed-form likelihood approximation and estimation of jump-diffusions with an application to the realignment risk of the Chinese yuan
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2440438