Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988): Difference between revisions

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Latest revision as of 07:59, 7 July 2024

scientific article; zbMATH DE number 6256867
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English
Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels
scientific article; zbMATH DE number 6256867

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    Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (English)
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    11 February 2014
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    beta kernels
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    gamma kernels
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    Harris recurrence
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    local times
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    local linear method
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    nonparametric estimation
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