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"Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion ..."

Xu-Guo Ye et al. (2022)

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DOI: 10.1007/S11424-022-1041-8

access: closed

type: Journal Article

metadata version: 2023-01-09

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  - journals/jossac/YeZLL22
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  - https://dblp.org/rec/journals/jossac/YeZLL22
Xu-Guo Ye, Yanyong Zhao, Jin-Guan Lin, Weifang Long:
Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data. J. Syst. Sci. Complex. 35(6): 2398-2429 (2022)

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