José E. Figueroa-López | DeepAI

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Cheng Li
16 publications
Ruoting Gong
1 publication
Yuchen Han
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Jeffrey Nisen
1 publication

research

∙ 01/03/2021

Estimation of Tempered Stable Lévy Models of Infinite Variation

In this paper we propose a new method for the estimation of a semiparame...

0 José E. Figueroa-López, et al. ∙

research

∙ 11/19/2018

Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion Processes

In this paper, we study a threshold-kernel estimation method for jump-di...

0 José E. Figueroa-López, et al. ∙

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