Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032): Difference between revisions

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Latest revision as of 08:23, 16 July 2024

scientific article; zbMATH DE number 6916678
Language Label Description Also known as
English
Estimation of the Hurst parameter in the simultaneous presence of jumps and noise
scientific article; zbMATH DE number 6916678

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    Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (English)
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    13 August 2018
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    realized threshold multipower variation
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    microstructure noise
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    Hurst parameter
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    high frequency data
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    central limit theorem
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