Empirical likelihood inference for diffusion processes with jumps (Q625786)
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scientific article; zbMATH DE number 5857645
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| English | Empirical likelihood inference for diffusion processes with jumps |
scientific article; zbMATH DE number 5857645 |
Statements
Empirical likelihood inference for diffusion processes with jumps (English)
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25 February 2011
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N-W estimator
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jump-diffusion model
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0.8759352564811707
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0.8351492881774902
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0.8232882022857666
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0.8122385740280151
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