Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Non parametric estimation of the diffusion coefficients of a diffusion with jumps
scientific article

    Statements

    Non parametric estimation of the diffusion coefficients of a diffusion with jumps (English)
    0 references
    17 December 2019
    0 references
    jump diffusions
    0 references
    model selection
    0 references
    nonparametric estimation
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references