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Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk

Linqi Zhou
ArXiv (abs)PDFHTML

Papers citing "Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk"

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Title
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
Efficient maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck processes
H. Mai
66
44
0
12 Mar 2014