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Double-smoothed drift estimation of jump-diffusion model - MaRDI portal

Double-smoothed drift estimation of jump-diffusion model (Q4976281)

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scientific article; zbMATH DE number 6754476
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Double-smoothed drift estimation of jump-diffusion model
scientific article; zbMATH DE number 6754476

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    Double-smoothed drift estimation of jump-diffusion model (English)
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    27 July 2017
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    continuous time model
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    double-smoothed
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    drift estimation
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    jump-diffusion model
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    local time
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