Pages that link to "Item:Q2844151"

The following pages link to Some remarks on estimation of diffusion coefficients for jump-diffusions from finite samples (Q2844151):

Displaying 7 items.

• How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
• Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
• Estimating functions for jump-diffusions (Q2274300) (← links)
• Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030) (← links)
• Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
• Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505) (← links)
• A practical inference for discretely observed jump-diffusions from finite samples (Q2919547) (← links)