Quantile regression estimation for discretely observed SDE models with compound Poisson jumps
Jungsik Noh; Seung Y. Lee; Sangyeol Lee
| Year of publication: |
2012
|
|---|---|
| Authors: | Noh, Jungsik ; Lee, Seung Yong ; Lee, Sangyeol |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 117.2012, 3, p. 734-738
|
| Subject: | Schätztheorie | Estimation theory | Stochastischer Prozess | Stochastic process | Regressionsanalyse | Regression analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009680721