Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030)
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scientific article
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| English | Non parametric estimation of the diffusion coefficients of a diffusion with jumps |
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Non parametric estimation of the diffusion coefficients of a diffusion with jumps (English)
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17 December 2019
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jump diffusions
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model selection
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nonparametric estimation
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0.902136206626892
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0.8479378819465637
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0.8397676348686218
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0.8386402726173401
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0.8310123085975647
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