Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608)
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scientific article; zbMATH DE number 7803706
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| English | Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models |
scientific article; zbMATH DE number 7803706 |
Statements
Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (English)
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13 February 2024
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self-weighted quantile estimator
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diffusion parameter
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jump-diffusion model
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convergence in probability
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interest rate
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0.8366663455963135
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0.7725479006767273
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0.7493518590927124
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0.7478664517402649
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0.7469385266304016
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