Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal iterative threshold-kernel estimation of jump diffusion processes |
scientific article |
Statements
Optimal iterative threshold-kernel estimation of jump diffusion processes (English)
0 references
3 May 2021
0 references
jump detection
0 references
Lévy and additive processes
0 references
nonparametric estimation
0 references
thresholded estimators
0 references
volatility estimation
0 references
