On the functional estimation of jump-diffusion models. (Q1398983): Difference between revisions

@@ Property / cites work @@
+Mesure invariante sur les classes r�currentes des processus de Markov
+Normal rank
@@ Property / cites work @@
+Fully Nonparametric Estimation of Scalar Diffusion Models
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric statistics for stochastic processes. Estimation and prediction.
+Normal rank
@@ Property / cites work @@
+Efficient estimation of general dynamic models with a continuum of moment conditions
+Normal rank
@@ Property / cites work @@
+Spectral GMM estimation of continuous-time processes
+Normal rank
@@ Property / cites work @@
+Kernel-type estimators of jump points and values of a regression function
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+The surprise element: Jumps in interest rates.
@@ Property / cites work: The surprise element: Jumps in interest rates. / rank @@
+Normal rank
@@ Property / cites work @@
+Nonparametric inference on structural breaks
@@ Property / cites work: Nonparametric inference on structural breaks / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+Q5653395
@@ Property / cites work: Q5653395 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3911791
@@ Property / cites work: Q3911791 / rank @@
+Normal rank
@@ Property / cites work @@
+The Variance Gamma Process and Option Pricing
@@ Property / cites work: The Variance Gamma Process and Option Pricing / rank @@
+Normal rank
@@ Property / cites work @@
+Invariant measure for diffusions with jumps
@@ Property / cites work: Invariant measure for diffusions with jumps / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+Stability of Markovian processes II: continuous-time processes and sampled chains
+Normal rank
@@ Property / cites work @@
+Change-points in nonparametric regression analysis
+Normal rank
@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of affine asset pricing models using the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Recurrence and transience for jump–diffusion processes
+Normal rank
@@ Property / cites work @@
+Detection of the number, locations and magnitudes of jumps
+Normal rank