On the nonparametric inference of coefficients of self-exciting jump-diffusion (Q2154949)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the nonparametric inference of coefficients of self-exciting jump-diffusion |
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On the nonparametric inference of coefficients of self-exciting jump-diffusion (English)
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15 July 2022
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jump diffusion
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Hawkes process
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volatility estimation
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nonparametric estimation
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adaptation
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