Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (Q4685447)
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scientific article; zbMATH DE number 6948958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps |
scientific article; zbMATH DE number 6948958 |
Statements
Central Limit Theorems of Local Polynomial Threshold Estimator for Diffusion Processes with Jumps (English)
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8 October 2018
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central limit theorem
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diffusion processes with finite or infinite activity jumps
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Jacod's stable convergence theorem
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local polynomial threshold estimation
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