Pages that link to "Item:Q4685447"
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The following pages link to Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447):
Displaying 4 items.
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)