Pages that link to "Item:Q3458130"
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The following pages link to Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130):
Displaying 5 items.
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← 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)