Non parametric estimation of the diffusion coefficients of a diffusion with jumps
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Mathematics [math]| Origin | Files produced by the author(s) |
|---|
Journal Articles
Stochastic Processes and their Applications
Year : 2019
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https://hal.science/hal-03488736
Submitted on : Wednesday, July 20, 2022-8:07:16 PM
Last modification on : Wednesday, October 30, 2024-6:17:06 PM
Long-term archiving on : Friday, October 21, 2022-10:54:14 PM
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- HAL Id : hal-03488736 , version 1
- DOI : 10.1016/j.spa.2019.03.003
- PII : S0304-4149(19)30139-5
Cite
Émeline Schmisser. Non parametric estimation of the diffusion coefficients of a diffusion with jumps. Stochastic Processes and their Applications, 2019, 129, pp.5364 - 5405. ⟨10.1016/j.spa.2019.03.003⟩. ⟨hal-03488736⟩
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