Empirical likelihood inference for the second-order jump-diffusion model
type: Item
instance of: scholarly article
title: Empirical likelihood inference for the second-order jump-diffusion model
zbMATH Open document ID: 1282.60078
published in: Statistics \& Probability Letters
publication date: 2013-01-25T00:00:00Z
Mathematics Subject Classification ID: 60J60
Mathematics Subject Classification ID: 62G15
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 6130782
zbMATH Keywords: empirical likelihood
zbMATH Keywords: second-order jump-diffusion
zbMATH Keywords: Nadaraya-Watson estimators
author: Yu Ping Song
author: Zhengyan Lin
MaRDI profile type: Publication
full work available at URL: j.spl.2012.09.005
OpenAlex ID: W2079899945
DOI: 10.1016/J.SPL.2012.09.005
Recommended article: Empirical likelihood based inference for second-order diffusion models
Recommended article: Empirical likelihood inference for diffusion processes with jumps
Recommended article: Estimating jump-diffusions using closed-form likelihood expansions
Recommended article: Q3359614
Recommended article: Estimation for a second-order jump diffusion model from discrete observations: application to stock market returns
Recommended article: Local Linear Estimation of Second-order Jump-diffusion Model
Recommended article: Maximum likelihood estimation of the double exponential jump-diffusion process
Recommended article: Simulated likelihood estimators for discretely observed jump-diffusions
Recommended article: On likelihood estimation for a discretely observed jump process
Recommended article: Bayesian Inference for the Jump-Diffusion Model withMJumps
description: scientific article; zbMATH DE number 6130782