Pages that link to "Item:Q4904678"
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The following pages link to Local Linear Estimation of Recurrent Jump—Diffusion Models (Q4904678):
Displaying 18 items.
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
- On the functional estimation of jump-diffusion models. (Q1398983) (← links)
- Nonparametric estimation of jump diffusion models (Q2024442) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- Local Linear Estimation of Second-Order Diffusion Models (Q3083789) (← links)
- Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps (Q3120661) (← links)
- Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130) (← links)
- A nonparametric approach to the estimation of jump-diffusion models with asymmetric kernels (Q4966763) (← 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)
- Non Parametric Estimation of Second-Order Diffusion Equation by Using Asymmetric Kernels (Q5265876) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
- Local Linear Estimation of Jump-Diffusion Models by Using Asymmetric Kernels (Q5746988) (← links)
