搜索结果: 1-1 共查到“管理学 Second-order jump-diffusion”相关记录1条 . 查询时间(0.112 秒)
Nonparametric Estimation of Second-Order Jump-Diffusion Model
Second-order jump-diffusion N-W estimator Weak consistency
2011/7/6
We study the nonparametric estimators of the infinitesimal coefficients of the second-order jump-diffusion models. Under the mild conditions, we obtain the weak consistency and the asymptotic normalit...