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Non parametric estimation of the diffusion coefficents of a diffusion
  with jumps
v1v2 (latest)

Non parametric estimation of the diffusion coefficents of a diffusion with jumps

25 November 2013
Emeline Schmisser
ArXiv (abs)PDFHTML

Papers citing "Non parametric estimation of the diffusion coefficents of a diffusion with jumps"

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
57
44
0
12 Mar 2014
1