Pages that link to "Item:Q4615437"
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The following pages link to Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437):
Displaying 6 items.
- Invariant density adaptive estimation for ergodic jump-diffusion processes over anisotropic classes (Q830713) (← links)
- Rate of estimation for the stationary distribution of jump-processes over anisotropic Hölder classes (Q2074283) (← links)
- Statistics of stochastic differential equations on manifolds and stratified spaces. Abstracts from the workshop held October 3--9, 2021 (hybrid meeting) (Q2693045) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
