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Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models - MaRDI portal

Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (Q2671659)

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Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models
scientific article

    Statements

    title
    Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models (English)
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    author
    Kunyang Song
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    Yu Ping Song
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    Han Chao Wang
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    publication date
    3 June 2022
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    zbMATH Keywords
    jump-diffusion model
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    threshold reweighted Nadaraya-Watson estimation
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    empirical likelihood
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    Identifiers

    DOI
    10.3934/puqr.2022003
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    Mathematics Subject Classification ID
    62M05
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    62G05
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    62E20
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    62P05
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    zbMATH DE Number
    7537238
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    OpenAlex ID
    W4226452910
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