Nonparametric estimation of volatility function in the jump-diffusion model with noisy data
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Publication:4987543
DOI10.1080/10485252.2020.1759599zbMath1465.62164OpenAlexW3017438295MaRDI QIDQ4987543
Yan-Yong Zhao, Xu-Guo Ye, Kong-Sheng Zhang
Publication date: 3 May 2021
Published in: Journal of Nonparametric Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10485252.2020.1759599
Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05) Diffusion processes (60J60)
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