Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030): Difference between revisions

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-Emeline Schmisser
@@ Property / author: Emeline Schmisser / rank @@
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+Emeline Schmisser
@@ Property / author: Emeline Schmisser / rank @@
+Normal rank
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+MaRDI publication profile
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+W2558698288
@@ Property / OpenAlex ID: W2558698288 / rank @@
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+.6435
@@ Property / arXiv ID: 1311.6435 / rank @@
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@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
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@@ Property / cites work @@
+Lévy Processes and Stochastic Calculus
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+Semi-martingale inequalities via the Garsia-Rodemich-Rumsey lemma, and applications to local times
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+Risk bounds for model selection via penalization
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+Exchangeable fragmentation-coalescence processes and their equilibrium measures
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+Nonparametric estimation for pure jump Lévy processes based on high frequency data
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+Jump filtering and efficient drift estimation for Lévy-driven SDEs
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+Nonparametric estimation of the characteristic triplet of a discretely observed Lévy process
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+Reweighted Nadaraya-Watson estimation of jump-diffusion models
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+\(L_p\) estimation of the diffusion coefficient
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+Estimation of parameters for diffusion processes with jumps from discrete observations
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+Introduction to nonparametric estimation
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+Inequalities for absolutely regular sequences: application to density estimation
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@@ links / mardi / name / links / mardi / name @@
+Publication:2280030