Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803): Difference between revisions
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Revision as of 13:56, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bandwidth selection of nonparametric threshold estimator in jump-diffusion models |
scientific article |
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Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (English)
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9 August 2017
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kernel estimators
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local time
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jump-diffusion
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threshold estimation
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bandwidth selection
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