Open AccessAdaptive nonparametric drift estimation of an integrated jump diffusion process
Author(s) -
Benedikt Funke,
Émeline Schmisser
Publication year - 2018
Publication title -
esaim probability and statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.409
H-Index - 30
eISSN - 1292-8100
pISSN - 1262-3318
DOI - 10.1051/ps/2018005
Subject(s) - estimator , jump , adaptive estimator , jump diffusion , nonparametric statistics , diffusion , mathematics , function (biology) , diffusion process , jump process , monte carlo method , computer science , mathematical optimization , econometrics , statistics , physics , knowledge management , innovation diffusion , quantum mechanics , evolutionary biology , biology , thermodynamics
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom