Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608)
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scientific article; zbMATH DE number 7803706
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models |
scientific article; zbMATH DE number 7803706 |
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Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (English)
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13 February 2024
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self-weighted quantile estimator
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diffusion parameter
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jump-diffusion model
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convergence in probability
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interest rate
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