Pages that link to "Item:Q2114256"
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The following pages link to Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256):
Displaying 8 items.
- Spot volatility estimation for high-frequency data (Q660058) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Nonparametric range-based double smoothing spot volatility estimation for diffusion models (Q2210240) (← links)
- Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978) (← links)
- Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps (Q4640668) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)