论文标题
在投影最小二乘估计器上的跳跃扩散过程
On a Projection Least Squares Estimator for Jump Diffusion Processes
论文作者
论文摘要
本文处理了从$ [0，t] $上观察到的多个独立的$ x $的$ x $计算的跳跃扩散过程的漂移函数的投影最小二乘估计器。在此估计器和相关的自适应估计器上建立了风险界限。最后，提供了一些数值实验。
This paper deals with a projection least squares estimator of the drift function of a jump diffusion process $X$ computed from multiple independent copies of $X$ observed on $[0,T]$. Risk bounds are established on this estimator and on an associated adaptive estimator. Finally, some numerical experiments are provided.
