Pages that link to "Item:Q4685447"
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The following pages link to Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447):
Displaying 8 items.
- Local properties of the limiting distribution of the statistical estimator for jump point of a density (Q1750782) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)
- Bias free threshold estimation for jump intensity function (Q2322803) (← links)
- Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659) (← links)
- Central limit results for jump diffusions with mean field interaction and a common factor (Q4588295) (← links)
- Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
- The marginal distribution function of threshold-type processes with central symmetric innovations (Q5064923) (← links)
- Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046) (← links)
