Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models

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Publication:6192608

DOI10.1016/j.spl.2023.110011zbMath1530.62033OpenAlexW4389537958MaRDI QIDQ6192608

Huijue Mao, Yu Ping Song, Min Zhu, Chunchun Cai

Publication date: 13 February 2024

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2023.110011







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