Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (Q6052530)
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scientific article; zbMATH DE number 7741527
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data |
scientific article; zbMATH DE number 7741527 |
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Nonparametric two-step estimation of drift function in the jump-diffusion model with noisy data (English)
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22 September 2023
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drift function
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jump-diffusion processes
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microstructure noise
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nonparametric estimation
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