Statistical specification of jumps under semiparametric semimartingale models
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Publication:734535
DOI10.3103/S1066530708030034zbMath1231.62155MaRDI QIDQ734535
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
consistency; semiparametric model; regression estimation; semimartingales with jumps; specification of jumps
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62M09: Non-Markovian processes: estimation
62M05: Markov processes: estimation; hidden Markov models
60G48: Generalizations of martingales
