Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615): Difference between revisions

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Latest revision as of 09:23, 30 July 2024

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Recovering Brownian and jump parts from high-frequency observations of a Lévy process
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    Recovering Brownian and jump parts from high-frequency observations of a Lévy process (English)
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    10 September 2021
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    Brownian bridge
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    coupling
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    exchangeability
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    high-frequency statistics
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    reordering of increments
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