Pages that link to "Item:Q3458130"
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The following pages link to Local Linear Estimation of Second-order Jump-diffusion Model (Q3458130):
Displaying 13 items.
- Local \(M\)-estimation for jump-diffusion processes (Q449381) (← links)
- Re-weighted functional estimation of second-order diffusion processes (Q1928377) (← links)
- Empirical likelihood inference for the second-order jump-diffusion model (Q1933722) (← links)
- Local SIML estimation of some Brownian and jump functionals under market micro-structure noise (Q2103295) (← links)
- Variance reduction estimation for return models with jumps using gamma asymmetric kernels (Q2697059) (← 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 Recurrent Jump—Diffusion Models (Q4904678) (← 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)
- Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models (Q5039783) (← links)
- Local Linear Approximations of Jump Diffusion Processes (Q5488998) (← links)
- Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)
