Bias free threshold estimation for jump intensity function (Q2322803): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q960612 |
||
| Property / author | |||
| Property / author: Yu Ping Song / rank | |||
Revision as of 18:21, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bias free threshold estimation for jump intensity function |
scientific article |
Statements
Bias free threshold estimation for jump intensity function (English)
0 references
5 September 2019
0 references
jump-diffusion model
0 references
nonparametric estimation
0 references
gamma asymmetric kernel
0 references
