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Non parametric estimation of the diffusion coefficients of a diffusion with jumps - MaRDI portal

Non parametric estimation of the diffusion coefficients of a diffusion with jumps (Q2280030)

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Non parametric estimation of the diffusion coefficients of a diffusion with jumps
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    Non parametric estimation of the diffusion coefficients of a diffusion with jumps (English)
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    17 December 2019
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    jump diffusions
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    model selection
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    nonparametric estimation
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