Pages that link to "Item:Q2413596"
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The following pages link to Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596):
Displaying 13 items.
- Drift estimation for a Lévy-driven Ornstein-Uhlenbeck process with heavy tails (Q2023469) (← links)
- Joint estimation for volatility and drift parameters of ergodic jump diffusion processes via contrast function (Q2040941) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
- Pairs trading with a mean-reverting jump–diffusion model on high-frequency data (Q4619518) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Parameter estimation of discretely observed interacting particle systems (Q6116557) (← links)
- Local asymptotic normality for ergodic jump-diffusion processes via transition density approximation (Q6160980) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)
- On a projection least squares estimator for jump diffusion processes (Q6197119) (← links)
