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`JumpDiff` is a `python` library with non-parametric Nadaraya─Watson estimators to extract the parameters of jump-diffusion processes.
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With `JumpDiff` one can extract the parameters of a jump-diffusion process from one-dimensional timeseries, employing both a kernel-density estimation method combined with a set on second-order corrections for a precise retrieval of the parameters for short timeseries.
The library parameter estimation depends on `numpy` and `scipy` solely. The mathematical formulae depend on `scypy`. It stems from [`kramersmoyal`](https://github.com/LRydin/KramersMoyal) project, but functions independently from it<sup>3</sup>.
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