Pages that link to "Item:Q5899409"
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The following pages link to Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model (Q5899409):
Displayed 7 items.
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
- Real-time estimation scheme for the spot cross volatility of jump diffusion processes (Q982924) (← links)
- A new aspect of a risk process and its statistical inference (Q1003819) (← links)
- Functional estimation for Lévy measures of semimartingales with Poissonian jumps (Q1012526) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978) (← links)