Bias free threshold estimation for jump intensity function

DOI10.1007/s11766-019-3630-4zbMath1438.62092OpenAlexW2971481104MaRDI QIDQ2322803

Zhenwei Li, Yiwei Lin, Yu Ping Song

Publication date: 5 September 2019

Published in: Applied Mathematics. Series B (English Edition) (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11766-019-3630-4

zbMATH Keywords

nonparametric estimationjump-diffusion modelgamma asymmetric kernel

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Markov processes: estimation; hidden Markov models (62M05) Diffusion processes (60J60) Jump processes on general state spaces (60J76)

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• Unnamed Item

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