Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130): Difference between revisions

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+On the functional estimation of jump-diffusion models.
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+Fully Nonparametric Estimation of Scalar Diffusion Models
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+Estimating stochastic volatility diffusion using conditional moments of integrated volatility
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+Choosing a kernel regression estimator. With comments and a rejoinder by the authors
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+Inference for Observations of Integrated Diffusion Processes
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+Local linear regression smoothers and their minimax efficiencies
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+A Reexamination of Diffusion Estimators With Applications to Financial Model Validation
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+Approximate discrete-time schemes for statistics of diffusion processes
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+Local Linear Estimation of Recurrent Jump—Diffusion Models
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+Probability Inequalities
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+Empirical likelihood inference for diffusion processes with jumps
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+Threshold estimation of Markov models with jumps and interest rate modeling
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+NONPARAMETRIC ESTIMATION OF SECOND-ORDER STOCHASTIC DIFFERENTIAL EQUATIONS
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+Estimation of parameters for diffusion processes with jumps from discrete observations
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+Empirical likelihood-based inference for nonparametric recurrent diffusions
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+REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS
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+Local Linear Estimation of Second-Order Diffusion Models
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+Re-weighted functional estimation of second-order diffusion processes
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