Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438)

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Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
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    Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (English)
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    18 March 2014
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    quantile regression estimator
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    jump diffusion process
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    compound Poisson jumps
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    discretely observed sample
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    consistency
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