Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988)
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scientific article; zbMATH DE number 6256867
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels |
scientific article; zbMATH DE number 6256867 |
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Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (English)
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11 February 2014
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beta kernels
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gamma kernels
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Harris recurrence
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local times
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local linear method
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nonparametric estimation
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