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Non-parametric adaptive estimation of the drift for a jump diffusion process - MaRDI portal

Non-parametric adaptive estimation of the drift for a jump diffusion process (Q2434505)

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Non-parametric adaptive estimation of the drift for a jump diffusion process
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    Non-parametric adaptive estimation of the drift for a jump diffusion process (English)
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    6 February 2014
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    nonparametric estimation
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    drift estimation
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    model selection
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