On the functional estimation of jump-diffusion models. (Q1398983)
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scientific article; zbMATH DE number 1961858
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| English | On the functional estimation of jump-diffusion models. |
scientific article; zbMATH DE number 1961858 |
Statements
On the functional estimation of jump-diffusion models. (English)
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7 August 2003
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Harris recurrence
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Jump-diffusion models
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Financial time series
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0.8420144319534302
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0.8398429155349731
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0.8334608674049377
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0.8262327909469604
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0.8101212382316589
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