Non parametric estimation of the jump coefficient of a diffusion with jumps (Q7009741)
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scientific article; zbMATH DE number 8014194
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| English | Non parametric estimation of the jump coefficient of a diffusion with jumps |
scientific article; zbMATH DE number 8014194 |
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Non parametric estimation of the jump coefficient of a diffusion with jumps (English)
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19 March 2025
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jump diffusions
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nonparametric estimation
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model selection
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