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

25 November 2013

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

2 / 2 papers shown

Title
Nonparametric drift estimation for diffusions with jumps driven by a Hawkes process Charlotte Dion Sarah Lemler 122 9 0 17 Apr 2019
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes H. Mai 74 44 0 12 Mar 2014