Statistical specification of jumps under semiparametric semimartingale models
DOI10.3103/S1066530708030034zbMATH Open1231.62155OpenAlexW2045639867MaRDI QIDQ734535FDOQ734535
Publication date: 13 October 2009
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530708030034
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consistencysemiparametric modelregression estimationsemimartingales with jumpsspecification of jumps
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Generalizations of martingales (60G48)
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