A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763)
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scientific article; zbMATH DE number 7074298
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| English | A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels |
scientific article; zbMATH DE number 7074298 |
Statements
A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (English)
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27 June 2019
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gamma Nadaraya-Watson estimators
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Harris recurrence
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jump-diffusion model
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local time
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nonparametric estimation
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stochastic differential equation
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0.9297437071800232
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0.873777449131012
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0.832295835018158
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0.8262327909469604
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0.7859177589416504
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