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Cited article:

Optimal convergence rates for the invariant density estimation of jump-diffusion processes

Chiara Amorino and Eulalia Nualart
ESAIM: Probability and Statistics 26 126 (2022)
https://doi.org/10.1051/ps/2022001

Rate of estimation for the stationary distribution of jump-processes over anisotropic Holder classes

Chiara Amorino
Electronic Journal of Statistics 15 (2) (2021)
https://doi.org/10.1214/21-EJS1913

Invariant density adaptive estimation for ergodic jump–diffusion processes over anisotropic classes

Chiara Amorino and Arnaud Gloter
Journal of Statistical Planning and Inference 213 106 (2021)
https://doi.org/10.1016/j.jspi.2020.11.006

Bias Correction Estimation for a Continuous‐Time Asset Return Model with Jumps

Yuping Song, Ying Chen and Zhouwei Wang
Journal of Time Series Analysis 40 (1) 66 (2019)
https://doi.org/10.1111/jtsa.12423

Variance reduction estimation for return models with jumps using gamma asymmetric kernels

Yuping Song, Weijie Hou and Shengyi Zhou
Studies in Nonlinear Dynamics & Econometrics 23 (5) (2019)
https://doi.org/10.1515/snde-2018-0001