Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438)
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scientific article; zbMATH DE number 6271052
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| English | Quantile regression estimation for discretely observed SDE models with compound Poisson jumps |
scientific article; zbMATH DE number 6271052 |
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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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0.8121976852416992
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0.8052508234977722
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0.7915772199630737
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0.781895101070404
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0.7800039052963257
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