Song, Y.; Chen, R.; Cai, C.; Zhang, Y.; Zhu, M.
Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. Mathematics 2025, 13, 1399.
https://doi.org/10.3390/math13091399
AMA Style
Song Y, Chen R, Cai C, Zhang Y, Zhu M.
Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. Mathematics. 2025; 13(9):1399.
https://doi.org/10.3390/math13091399
Chicago/Turabian Style
Song, Yuping, Ruiqiu Chen, Chunchun Cai, Yuetong Zhang, and Min Zhu.
2025. "Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage" Mathematics 13, no. 9: 1399.
https://doi.org/10.3390/math13091399
APA Style
Song, Y., Chen, R., Cai, C., Zhang, Y., & Zhu, M.
(2025). Self-Weighted Quantile Estimation for Drift Coefficients of Ornstein–Uhlenbeck Processes with Jumps and Its Application to Statistical Arbitrage. Mathematics, 13(9), 1399.
https://doi.org/10.3390/math13091399