Pages that link to "Item:Q5746988"
From MaRDI portal
The following pages link to Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988):
Displaying 7 items.
- Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
- Double-smoothed drift estimation of jump-diffusion model (Q4976281) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← 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)
- Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530) (← links)