Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

Published 2009 View Full Article

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Title
Non-parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
Authors
Keywords
-
Journal
SCANDINAVIAN JOURNAL OF STATISTICS
Volume 36, Issue 2, Pages 270-296
Publisher
Wiley
Online
2009-02-13
DOI
10.1111/j.1467-9469.2008.00622.x

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