Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803)
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scientific article; zbMATH DE number 6758940
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| English | Bandwidth selection of nonparametric threshold estimator in jump-diffusion models |
scientific article; zbMATH DE number 6758940 |
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Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (English)
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9 August 2017
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kernel estimators
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local time
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jump-diffusion
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threshold estimation
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bandwidth selection
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0.9031483
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0.8805333
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0.8781824
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0.8771271
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0.8736752
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0.87352514
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0.87282777
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