Bias free threshold estimation for jump intensity function (Q2322803)

From MaRDI portal
Revision as of 15:44, 2 February 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Bias free threshold estimation for jump intensity function
scientific article

    Statements

    Bias free threshold estimation for jump intensity function (English)
    0 references
    0 references
    0 references
    0 references
    5 September 2019
    0 references
    jump-diffusion model
    0 references
    nonparametric estimation
    0 references
    gamma asymmetric kernel
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references