Testing for the presence of jump components in jump diffusion models (Q2172017)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for the presence of jump components in jump diffusion models |
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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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