On a projection least squares estimator for jump diffusion processes
نویسندگان
چکیده
This paper deals with a projection least squares estimator of the drift function jump diffusion process X computed from multiple independent copies observed on [0, T]. Risk bounds are established this and an associated adaptive estimator. Finally, some numerical experiments provided.
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ژورنال
عنوان ژورنال: Annals of the Institute of Statistical Mathematics
سال: 2023
ISSN: ['1572-9052', '0020-3157']
DOI: https://doi.org/10.1007/s10463-023-00881-7