Pages that link to "Item:Q2023467"
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The following pages link to Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467):
Displaying 6 items.
- Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)