Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps (Q3408720)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps |
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Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps (English)
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15 November 2006
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consistency
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discrete observations
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jump-diffusion
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kernel density estimation
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Levy density
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MSE
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optimal rate
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