Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471): Difference between revisions
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Revision as of 06:15, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reweighted Nadaraya-Watson estimation of jump-diffusion models |
scientific article |
Statements
Reweighted Nadaraya-Watson estimation of jump-diffusion models (English)
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28 January 2013
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continuous time model
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Harris recurrence
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jump-diffusion model
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local time
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nonparametric estimation
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RNW estimator
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