Jump amplitude inference in SDEs with cosine kernel
For estimating the jump amplitude in stochastic differential equations with jumps, existing parameter estimation methods in the academic community suffer from inherent systematic errors. Commonly used kernel functions often assume symmetric distributions, limiting their ability to model skewed distr...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-05-01
|
| Series: | Results in Applied Mathematics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2590037425000603 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|