Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
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Publication:2440438
DOI10.1016/j.econlet.2011.12.067zbMath1283.62070MaRDI QIDQ2440438
Publication date: 18 March 2014
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2011.12.067
consistency; jump diffusion process; discretely observed sample; quantile regression estimator; compound Poisson jumps
62G05: Nonparametric estimation
62G30: Order statistics; empirical distribution functions
60J60: Diffusion processes
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Cites Work
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