Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803): Difference between revisions

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-.1016/j.camwa.2016.11.011
@@ Property / DOI: 10.1016/j.camwa.2016.11.011 / rank @@
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@@ Property / author @@
-Han Chao Wang
@@ Property / author: Han Chao Wang / rank @@
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@@ Property / author @@
+Han Chao Wang
@@ Property / author: Han Chao Wang / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.camwa.2016.11.011
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@@ Property / OpenAlex ID @@
+W2557956804
@@ Property / OpenAlex ID: W2557956804 / rank @@
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@@ Property / cites work @@
+On estimating the diffusion coefficient from discrete observations
+Normal rank
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+On the functional estimation of jump-diffusion models.
+Normal rank
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+Threshold estimation of Markov models with jumps and interest rate modeling
+Normal rank
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+Reweighted Nadaraya-Watson estimation of jump-diffusion models
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+Bandwidth selection and asymptotic properties of local nonparametric estimators in possibly nonstationary continuous-time models
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+Testing for jumps in a discretely observed process
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+Estimating the degree of activity of jumps in high frequency data
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+Is Brownian motion necessary to model high-frequency data?
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+On the jump activity index for semimartingales
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+Robust Estimation and Inference for Jumps in Noisy High Frequency Data: A Local-to-Continuity Theory for the Pre-Averaging Method
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+Realized Laplace transforms for estimation of jump diffusive volatility models
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+Empirical likelihood inference for diffusion processes with jumps
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+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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+On the continuity of local times of Borel right Markov processes
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+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.CAMWA.2016.11.011
@@ Property / DOI: 10.1016/J.CAMWA.2016.11.011 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2013803