Adaptive nonparametric drift estimation of an integrated jump diffusion process (Q4615437)
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scientific article; zbMATH DE number 7007334
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| English | Adaptive nonparametric drift estimation of an integrated jump diffusion process |
scientific article; zbMATH DE number 7007334 |
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Adaptive nonparametric drift estimation of an integrated jump diffusion process (English)
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28 January 2019
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adaptive estimation
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integrated jump diffusion
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drift estimation
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model selection
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mean square estimator
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0.8866510987281799
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0.8497326970100403
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0.8148477673530579
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0.8120709657669067
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0.8091962933540344
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