Non parametric estimation of the diffusion coefficients of a diffusion with jumps

Published 2019 View Full Article

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Title
Non parametric estimation of the diffusion coefficients of a diffusion with jumps
Authors
Keywords
Jump diffusions, Model selection, Nonparametric estimation
Journal
STOCHASTIC PROCESSES AND THEIR APPLICATIONS
Volume -, Issue -, Pages -
Publisher
Elsevier BV
Online
2019-03-12
DOI
10.1016/j.spa.2019.03.003

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