Nonparametric Two-Step Estimation of Drift Function in the Jump-Diffusion Model with Noisy Data
Crossref DOI link: https://doi.org/10.1007/s11424-022-1041-8
Published Online: 2022-06-20
Published Print: 2022-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ye, Xuguo
Zhao, Yanyong
Lin, Jinguan
Long, Weifang
Text and Data Mining valid from 2022-06-20
Version of Record valid from 2022-06-20
Article History
Received: 24 February 2021
Revised: 6 July 2021
First Online: 20 June 2022