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This chapter deals with extensions of the copies-based projection least squares method, already investigated for (usual) diffusion processes, to diffusions with jumps and to fractional diffusions, but for independent observations only.

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Going Further with the Projection Least Squares Method: Diffusions with Jumps and Fractional Diffusions

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  • 发表日期：

    2025年

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  • Nicolas Marie

摘要

This chapter deals with extensions of the copies-based projection least squares method, already investigated for (usual) diffusion processes, to diffusions with jumps and to fractional diffusions, but for independent observations only.