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Efficient and flexible model-based clustering of jumps in diffusion processes

Crossref DOI link: https://doi.org/10.1016/j.jkss.2019.05.002

Published Print: 2019-09

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Kang, Bokgyeong

Park, Taeyoung
Funding

Funding for this research was provided by:

Basic Science Research Program

National Research Foundation of Korea (NRF)

Ministry of Education (NRF-2017R1D1A1B03033536)
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This article is maintained by: Elsevier

Article Title: Efficient and flexible model-based clustering of jumps in diffusion processes

Journal Title: Journal of the Korean Statistical Society

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2019.05.002

Content Type: article

Copyright: © 2019 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.