Central limit theorems of local polynomial threshold estimator for diffusion processes with jumps (Q4685447)
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scientific article; zbMATH DE number 6948958
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| English | Central limit theorems of local polynomial threshold estimator for diffusion processes with jumps |
scientific article; zbMATH DE number 6948958 |
Statements
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (English)
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8 October 2018
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central limit theorem
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diffusion processes with finite or infinite activity jumps
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Jacod's stable convergence theorem
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local polynomial threshold estimation
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0.7260061502456665
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0.7259836792945862
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0.7249071598052979
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