Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data
Ye, Xuguo, Zhao, Yanyong, Lin, Jinguan, Long, Weifang
Published in Journal of systems science and complexity (01.12.2022)
Published in Journal of systems science and complexity (01.12.2022)
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Journal Article
Nonparametric Estimation of Volatility Function with Variable Bandwidth Parameter
Ye, Xuguo, Ling, Nengxiang
Published in Communications in statistics. Theory and methods (17.12.2013)
Published in Communications in statistics. Theory and methods (17.12.2013)
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Journal Article