Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (Q1931361)

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Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model
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    Re-weighted Nadaraya-Watson estimation of second-order jump-diffusion model (English)
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    25 January 2013
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    re-weighted Nadaraya-Watson
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    second-order jump-diffusion
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    local linear estimator
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