Empirical likelihood inference for the second-order jump-diffusion model

DOI10.1016/j.spl.2012.09.005zbMath1282.60078OpenAlexW2079899945MaRDI QIDQ1933722

Yu Ping Song, Zheng Yan Lin

Publication date: 25 January 2013

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2012.09.005

zbMATH Keywords

empirical likelihoodNadaraya-Watson estimatorssecond-order jump-diffusion

Mathematics Subject Classification ID

Nonparametric tolerance and confidence regions (62G15) Diffusion processes (60J60)

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