Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal iterative threshold-kernel estimation of jump diffusion processes |
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Optimal iterative threshold-kernel estimation of jump diffusion processes (English)
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3 May 2021
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jump detection
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Lévy and additive processes
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nonparametric estimation
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thresholded estimators
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volatility estimation
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