Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models |
scientific article; zbMATH DE number 7803706
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| 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)
0 references
13 February 2024
0 references
self-weighted quantile estimator
0 references
diffusion parameter
0 references
jump-diffusion model
0 references
convergence in probability
0 references
interest rate
0 references
0 references
0 references
0 references
0 references
0.8366663455963135
0 references
0.7725479006767273
0 references
0.7493518590927124
0 references
0.7478664517402649
0 references
0.7469385266304016
0 references
