Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models

DOI10.1080/03610926.2021.1872641OpenAlexW3123974856WikidataQ110650894 ScholiaQ110650894MaRDI QIDQ5039783

Naiqi Liu, Kunyang Song, Xiaochen Wang, Yu Ping Song

Publication date: 4 October 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2021.1872641

zbMATH Keywords

interest ratenonparametric estimationdiffusion process with jumpsconsistency and asymptotic normalityexpected risk return

Mathematics Subject Classification ID

Related Items (1)

Bias reduction estimation for drift coefficient in diffusion models with jumps

Cites Work

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