Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783)
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scientific article; zbMATH DE number 7596334
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models |
scientific article; zbMATH DE number 7596334 |
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Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (English)
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4 October 2022
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diffusion process with jumps
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expected risk return
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nonparametric estimation
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consistency and asymptotic normality
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interest rate
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