Testing for jumps in a discretely observed process (Q1002155): Difference between revisions

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+.0226
@@ Property / arXiv ID: 0903.0226 / rank @@
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+Volatility estimators for discretely sampled Lévy processes
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+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
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+Q5493536
@@ Property / cites work: Q5493536 / rank @@
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+Limit theorems for multipower variation in the presence of jumps
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+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Asymptotic error distributions for the Euler method for stochastic differential equations
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+Q4778955
@@ Property / cites work: Q4778955 / rank @@
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+La variation d'ordre p des semi-martingales
@@ Property / cites work: La variation d'ordre p des semi-martingales / rank @@
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+Q5515900
@@ Property / cites work: Q5515900 / rank @@
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+Analyzing the Fine Structure of Continuous Time Stochastic Processes
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+Q3511651
@@ Property / cites work: Q3511651 / rank @@
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+Publication:1002155