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2309.17306
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Adaptive nonparametric drift estimation for multivariate jump diffusions under sup-norm risk
29 September 2023
Linqi Zhou
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ArXiv (abs)
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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
H. Mai
68
44
0
12 Mar 2014
1