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Threshold selection in jump-discriminant filter for discretely observed jump processes

✍ Scribed by Yasutaka Shimizu

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimation of Parameters for Diffusion P

✍ Yasutaka Shimizu; Nakahiro Yoshida 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 447 KB

M-Estimation for Discretely Observed Erg

✍ Yasutaka Shimizu 📂 Article 📅 2006 🏛 Springer Netherlands 🌐 English ⚖ 437 KB

Observations of discrete jumps allowing

✍ Bucknell C. Webb; S. Schultz 📂 Article 📅 1988 🏛 Elsevier Science 🌐 English ⚖ 501 KB