Nonparametric estimation of jump diffusion models (Q2024442)
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scientific article; zbMATH DE number 7343287
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric estimation of jump diffusion models |
scientific article; zbMATH DE number 7343287 |
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Nonparametric estimation of jump diffusion models (English)
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4 May 2021
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nonparametric estimation
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jump diffusion
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asymptotics
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local time
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drift
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diffusive and jump volatility
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Lévy measure
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threshold estimation
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optimal bandwidth
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0.8544200658798218
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0.8534514307975769
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0.8420144319534302
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