Pages that link to "Item:Q2412765"

The following pages link to Pre-averaged kernel estimators for the drift function of a diffusion process in the presence of microstructure noise (Q2412765):

Displaying 2 items.

• Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
• Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)