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• W2068273852 abstract "We propose a re-weighted Nadaraya–Watson estimator for the infinitesimal conditional expectation of the second-order jump-diffusion model. Consistency and asymptotic normality of the estimator require certain regular conditions." @default.
• W2068273852 created "2016-06-24" @default.
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• W2068273852 date "2013-04-01" @default.
• W2068273852 modified "2023-09-27" @default.
• W2068273852 title "Re-weighted Nadaraya–Watson estimation of second-order jump-diffusion model" @default.
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• W2068273852 doi "https://doi.org/10.1016/j.jspi.2012.09.010" @default.
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