A practical inference for discretely observed jump-diffusions from finite samples (Q2919547)
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scientific article; zbMATH DE number 6090149
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A practical inference for discretely observed jump-diffusions from finite samples |
scientific article; zbMATH DE number 6090149 |
Statements
4 October 2012
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finite samples
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jump-diffusions
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jump-discriminant filter
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mathematical validity
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plug-in method
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threshold selection
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A practical inference for discretely observed jump-diffusions from finite samples (English)
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