Pages that link to "Item:Q1934471"
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The following pages link to Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471):
Displaying 13 items.
- Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← links)
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763) (← links)
- Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
- Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988) (← links)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
- Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)
- Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605) (← links)
