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