Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438): Difference between revisions
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Revision as of 08:11, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Quantile regression estimation for discretely observed SDE models with compound Poisson jumps |
scientific article |
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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (English)
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18 March 2014
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quantile regression estimator
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jump diffusion process
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compound Poisson jumps
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discretely observed sample
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consistency
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