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K-MEANS CLUSTERING TO TTR BASED LEXICAL DIVERSITY ANALYSIS

期刊: ADVANCES AND APPLICATIONS IN STATISTICS, 2020; 64 (2)

How to differentiate, with automated approaches, the language proficiency between native speakers and the second language learners of a language is a ......

KERNEL WEIGHTED VOLATILITY ESTIMATION FOR STOCHASTIC DIFFUSION MODEL WITH JUMP

期刊: ADVANCES AND APPLICATIONS IN STATISTICS, 2020; 64 (2)

In this paper, a kernel weighted bipower variation estimator is used to estimate the realized spot volatility for stochastic volatility model with jum......

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