Non-parametric adaptive estimation of the drift for a jump diffusion process

DOI10.1016/j.spa.2013.09.012zbMath1279.62173arXiv1206.2620OpenAlexW2015354460MaRDI QIDQ2434505

Emeline Schmisser

Publication date: 6 February 2014

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1206.2620

zbMATH Keywords

model selectionnonparametric estimationdrift estimation

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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