Pages that link to "Item:Q2196535"
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The following pages link to Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535):
Displaying 6 items.
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
