Reweighted Nadaraya-Watson estimation of jump-diffusion models (Q1934471)
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scientific article; zbMATH DE number 6131975
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| English | Reweighted Nadaraya-Watson estimation of jump-diffusion models |
scientific article; zbMATH DE number 6131975 |
Statements
Reweighted Nadaraya-Watson estimation of jump-diffusion models (English)
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28 January 2013
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continuous time model
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Harris recurrence
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jump-diffusion model
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local time
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nonparametric estimation
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RNW estimator
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0.9617666
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0.8679033
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0.86358404
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0.86081403
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0.85010916
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0.8492445
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