Bias reduction estimation for drift coefficient in diffusion models with jumps

DOI10.1080/02331888.2023.2201504OpenAlexW4366090182MaRDI QIDQ6168291

Hangyan Li, Yu Ping Song

Publication date: 10 July 2023

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2023.2201504

zbMATH Keywords

asymptotic normalitybias correctionjump-diffusion modelhigh-frequency financial datalocal linear threshold estimator

Mathematics Subject Classification ID

Cites Work

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