Pages that link to "Item:Q3095175"

The following pages link to Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (Q3095175):

Displaying 17 items.

• A specification test of stochastic diffusion models (Q385188) (← links)
• Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
• Testing for jumps in noisy high frequency data (Q527932) (← links)
• Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
• Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
• Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
• Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
• Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
• Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498) (← links)
• Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
• Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
• Nonparametric estimation of volatility function in the jump-diffusion model with noisy data (Q4987543) (← links)
• INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
• Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)
• Estimating Jump Activity Using Multipower Variation (Q6620838) (← links)