Pages that link to "Item:Q2440438"
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The following pages link to Quantile regression estimation for discretely observed SDE models with compound Poisson jumps (Q2440438):
Displaying 4 items.
- Quasi-likelihood analysis for the stochastic differential equation with jumps (Q644964) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Monitoring parameter change for time series models with application to location-Scale heteroscedastic models (Q5879914) (← links)
- Self-weighted quantile regression estimation for diffusion parameter in jump-diffusion models (Q6192608) (← links)