This paper deals with a projection least squares estimator of the drift function of a jump diffusion process $X$ computed from multiple independent copies of $X$ observed on $[0,T]$. Risk bounds are established on this estimator and on an associated adaptive estimator. Finally, some numerical experiments are provided.
翻译:本文研究基于$[0,T]$上观测的$X$的多个独立副本所计算的跳扩散过程$X$漂移函数的投影最小二乘估计。建立了该估计量及其相关自适应估计量的风险界。最后,给出了一些数值实验。