Pages that link to "Item:Q2440438"

The following pages link to Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438):

Displaying 2 items.

• Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
• Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)