A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples (Q2919547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples |
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A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples (English)
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4 October 2012
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finite samples
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jump-diffusions
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jump-discriminant filter
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mathematical validity
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plug-in method
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threshold selection
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