Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438)

From MaRDI portal
Revision as of 12:20, 7 July 2024 by ReferenceBot (talk | contribs) (‎Changed an Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
scientific article

    Statements

    Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (English)
    0 references
    0 references
    18 March 2014
    0 references
    0 references
    0 references
    0 references
    0 references
    quantile regression estimator
    0 references
    jump diffusion process
    0 references
    compound Poisson jumps
    0 references
    discretely observed sample
    0 references
    consistency
    0 references
    0 references