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Statistics
A Journal of Theoretical and Applied Statistics
Volume 57, 2023 - Issue 3
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Research Article

Bias reduction estimation for drift coefficient in diffusion models with jumps

Yuping SongSchool of Finance and Business, Shanghai Normal University, Shanghai, People's Republic of ChinaCorrespondence[email protected]
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Hangyan LiSchool of Finance and Business, Shanghai Normal University, Shanghai, People's Republic of ChinaView further author information
Pages 597-616 | Received 21 Sep 2018, Accepted 06 Apr 2023, Published online: 17 Apr 2023

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