Parametric estimation for discretely observed stochastic processes with jumps (Q1952110): Difference between revisions

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Latest revision as of 08:42, 30 July 2024

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Parametric estimation for discretely observed stochastic processes with jumps
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    Parametric estimation for discretely observed stochastic processes with jumps (English)
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    27 May 2013
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    Blumenthal-Getoor index
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    discrete observation
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    jump process
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    microstructure noise
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    non-ergodic process
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    parametric estimation
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