Optimal iterative threshold-kernel estimation of jump diffusion processes
- Award ID(s):
- 2015323
- PAR ID:
- 10223486
- Date Published:
- Journal Name:
- Statistical Inference for Stochastic Processes
- Volume:
- 23
- Issue:
- 3
- ISSN:
- 1387-0874
- Page Range / eLocation ID:
- 517 to 552
- Format(s):
- Medium: X
- Sponsoring Org:
- National Science Foundation
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