Testing for the presence of jump components in jump diffusion models (Q2172017)
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scientific article; zbMATH DE number 7585125
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| English | Testing for the presence of jump components in jump diffusion models |
scientific article; zbMATH DE number 7585125 |
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Testing for the presence of jump components in jump diffusion models (English)
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14 September 2022
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recurrent jump diffusions
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threshold estimation
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kernel estimation
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bootstrap test
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