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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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2 results for “MDPDE”

Asymptotic breakdown point analysis of the minimum density power divergence estimator under independent non-homogeneous setupsmath.ST

Paper analyzes robustness of MDPDE under INH setups.

problem Global reliability and breakdown behavior of MDPDE under INH.

method Asymptotic breakdown point analysis of MDPDE.

result Derives a theoretical lower bound for the asymptotic breakdown point.

MDPDE asymptotic breakdown point robustness INH setups fixed design regression

2025-08-17abs ↗pdf ↗

Asymptotic Separability of Diffusion and Jump Components in High-Frequency CIR and CKLS Modelsq-fin.ST

Robustly detects jumps in high-frequency CIR and CKLS models.

problem Jump detection in high-frequency jump-diffusion processes.

method MDPDE-based robust estimators for drift and diffusion coefficients.

result Maximum of normalized residuals converges to Gumbel distribution.

jump detection high-frequency CIR model CKLS model MDPDE

2026-03-05abs ↗pdf ↗