Pages that link to "Item:Q2447648"
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The following pages link to Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648):
Displayed 8 items.
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Optimal iterative threshold-kernel estimation of jump diffusion processes (Q2023467) (← links)
- Data-driven inference for stationary jump-diffusion processes with application to membrane voltage fluctuations in pyramidal neurons (Q2179530) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)
- Volatility Estimation and Jump Testing via Realized Information Variation (Q5237530) (← links)