Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678)
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scientific article; zbMATH DE number 6133053
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| English | Local Linear Estimation of Recurrent Jump—Diffusion Models |
scientific article; zbMATH DE number 6133053 |
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Local Linear Estimation of Recurrent Jump—Diffusion Models (English)
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31 January 2013
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asymptotic normality
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Harris recurrence
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jump-diffusion model
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local time
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local linear estimation
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nonparametric estimation
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stochastic differential equation
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0.9400932
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0.9286905
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0.9190199
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0.9047321
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0.89465207
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0.88775784
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