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Non-parametric adaptive estimation of the drift for a jump diffusion
  process

Non-parametric adaptive estimation of the drift for a jump diffusion process

12 June 2012
Emeline Schmisser
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Papers citing "Non-parametric adaptive estimation of the drift for a jump diffusion process"

1 / 1 papers shown
Title
Efficient maximum likelihood estimation for Lévy-driven
  Ornstein-Uhlenbeck processes
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
50
44
0
12 Mar 2014
1