Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data

YE Xuguo, ZHAO Yanyong, LIN Jinguan, LONG Weifang

Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (6) : 2398-2429.

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Journal of Systems Science & Complexity ›› 2022, Vol. 35 ›› Issue (6) : 2398-2429. DOI: 10.1007/s11424-022-1041-8

Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data

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{{article.zuoZheEn_L}}. {{article.title_en}}. Journal of Systems Science and Complexity, 2022, 35(6): 2398-2429 https://doi.org/10.1007/s11424-022-1041-8

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