Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (Q6647605)
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scientific article; zbMATH DE number 7953238
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models |
scientific article; zbMATH DE number 7953238 |
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Reweighted Nadaraya-Watson estimation of stochastic volatility jump-diffusion models (English)
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3 December 2024
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reweighted Nadaraya-Watson estimators
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stochastic volatility model
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jump-diffusion process
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asymptotic normality
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