Local \(M\)-estimation for jump-diffusion processes
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Publication:449381
DOI10.1016/j.spl.2012.03.024zbMath1251.62035OpenAlexW2017061934MaRDI QIDQ449381
Yunyan Wang, Mingtian Tang, Zhang, Lixin
Publication date: 30 August 2012
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2012.03.024
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Related Items (3)
Successive approximation to solutions of stochastic differential equations with jumps in local non-Lipschitz conditions ⋮ Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models ⋮ Double Smoothed Volatility Estimation of Potentially Non‐stationary Jump‐diffusion Model of Shibor
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