Volatility estimation and jump detection for drift-diffusion processes (Q2190225)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Volatility estimation and jump detection for drift-diffusion processes |
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Volatility estimation and jump detection for drift-diffusion processes (English)
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18 June 2020
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diffusion process
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nonzero drift
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finite sample theory
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volatility estimation
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jumps
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