Reweighted Nadaraya-Watson estimation of jump-diffusion models
type: Item
instance of: scholarly article
title: Reweighted Nadaraya-Watson estimation of jump-diffusion models
zbMATH Open document ID: 1318.62113
author: Yanyan Li
published in: Science China. Mathematics
publication date: 2013-01-28T00:00:00Z
Mathematics Subject Classification ID: 62G05
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6131975
zbMATH Keywords: continuous time model
zbMATH Keywords: Harris recurrence
zbMATH Keywords: jump-diffusion model
zbMATH Keywords: local time
zbMATH Keywords: nonparametric estimation
zbMATH Keywords: RNW estimator
MaRDI profile type: Publication
full work available at URL: s11425-011-4340-4
OpenAlex ID: W2153856682
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DOI: 10.1007/S11425-011-4340-4
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description: scientific article; zbMATH DE number 6131975