Non parametric estimation of the diffusion coefficients of a diffusion with jumps
From MaRDI portal
Publication:2280030
DOI10.1016/j.spa.2019.03.003zbMath1428.62378arXiv1311.6435OpenAlexW2558698288MaRDI QIDQ2280030
Publication date: 17 December 2019
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1311.6435
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60)
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