Skip to main navigation
Skip to search
Skip to main content
Open Universiteit research portal Home
Search content at Open Universiteit research portal
Home
Profiles
Research units
Projects
Research output
Datasets
Prizes
Activities
Press/Media
Student theses
Analysis and data-driven reconstruction of bivariate jump-diffusion processes
Leonardo Rydin Gorjão
*
, Jan Heysel
, Klaus Lehnertz
, M. Reza Rahimi Tabar
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
Academic
›
peer-review
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Analysis and data-driven reconstruction of bivariate jump-diffusion processes'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Bivariate
100%
Jump-diffusion Process
100%
Data-driven Reconstruction
100%
High-order
50%
Kramers-Moyal Coefficients
50%
Two Dimensional
25%
Data Integration
25%
Continuous Process
25%
Estimation Method
25%
Nonparametric Estimation
25%
Discontinuous Processes
25%
Data-driven Analysis
25%
Bivariate Time Series
25%
Order-up-to
25%
Continuous and Discontinuous
25%
Two-dimensional Diffusion
25%
Mathematics
Bivariate
100%
Diffusion Process
100%
Nonparametric Estimation
33%
Diffusion Model
33%
Time Series
33%
Time Series Analysis
33%