Pages that link to "Item:Q449381"
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The following pages link to Local \(M\)-estimation for jump-diffusion processes (Q449381):
Displaying 12 items.
- Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions (Q275697) (← links)
- \(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps (Q849861) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Improved local approximation for multidimensional diffusions: The G-rates (Q3386926) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678) (← 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)
- Semiparametric segment M-estimation for locally stationary diffusions (Q5212915) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
