Convoluted smoothed kernel estimation for drift coefficients in jump-diffusion models.
| Autor: | Liu, Naiqi1 (AUTHOR), Song, Kunyang2 (AUTHOR), Song, Yuping3 (AUTHOR), Wang, Xiaochen4 (AUTHOR) |
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| Zdroj: | Communications in Statistics: Theory & Methods. 2022, Vol. 51 Issue 21, p7354-7389. 36p. |
| Databáze: | Business Source Ultimate |
| Externí odkaz: |
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