Pages that link to "Item:Q2013803"
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The following pages link to Bandwidth selection of nonparametric threshold estimator in jump-diffusion models (Q2013803):
Displaying 10 items.
- Data driven confidence intervals for diffusion process using double smoothing empirical likelihood (Q1757374) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Estimating functions for jump-diffusions (Q2274300) (← links)
- Computation and application of robust data-driven bandwidth selection for gradient function estimation (Q2279600) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor (Q5030951) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)
