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Threshold reweighted Nadaraya-Watson estimation of jump-diffusion models

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Affiliation of Author(s):中泰证券金融研究院

Journal:PROBABILITY UNCERTAINTY AND QUANTITATIVE RISK

Key Words:Threshold reweighted Nadaraya-Watson estimation;Empirical likelihood;Jump-diffusion model;Threshold reweighted Nadaraya –Watson estimation

First Author:宋坤洋

Document Code:1557660987629404162

Volume:7

Issue:1

Page Number:31-44

Number of Words:20

Translation or Not:no

Date of Publication:2022-03-01

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