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

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

Emeline Schmisser
ArXivPDFHTML

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