Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648): Difference between revisions

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-Jeffrey A. Nisen
@@ Property / author: Jeffrey A. Nisen / rank @@
-Normal rank
@@ Property / author @@
+Jeffrey A. Nisen
@@ Property / author: Jeffrey A. Nisen / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spa.2013.04.006
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@@ Property / OpenAlex ID @@
+W1970808305
@@ Property / OpenAlex ID: W1970808305 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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+Is Brownian motion necessary to model high-frequency data?
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@@ links / mardi / name / links / mardi / name @@
+Publication:2447648