Bias free threshold estimation for jump intensity function (Q2322803): Difference between revisions

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+Yu Ping Song
@@ Property / author: Yu Ping Song / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-019-3630-4
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+W2971481104
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@@ Property / cites work @@
+Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
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+On the functional estimation of jump-diffusion models.
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+Financial Modelling with Jump Processes
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+The surprise element: Jumps in interest rates.
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