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

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.05363
@@ Property / arXiv ID: 2003.05363 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying Distributional Model Risk via Optimal Transport
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for pathwise properties of semimartingales
+Normal rank
@@ Property / cites work @@
+The limiting behaviour of the maximal spacing generated by an i.i.d. sequence of Gaussian random variables
+Normal rank
@@ Property / cites work @@
+Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances
+Normal rank
@@ Property / cites work @@
+Q4343010
@@ Property / cites work: Q4343010 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of power variations of Lévy processes
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Discretization of processes.
@@ Property / cites work: Discretization of processes. / rank @@
+Normal rank
@@ Property / cites work @@
+A remark on the rates of convergence for integrated volatility estimation in the presence of jumps
+Normal rank
@@ Property / cites work @@
+Q4778955
@@ Property / cites work: Q4778955 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2774021
@@ Property / cites work: Q2774021 / rank @@
+Normal rank
@@ Property / cites work @@
+Probabilistic Symmetries and Invariance Principles
+Normal rank
@@ Property / cites work @@
+Q3158928
@@ Property / cites work: Q3158928 / rank @@
+Normal rank
@@ Property / cites work @@
+Environmental Brownian noise suppresses explosions in population dynamics.
+Normal rank
@@ Property / cites work @@
+Parametric Estimation of Lévy Processes
@@ Property / cites work: Parametric Estimation of Lévy Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Quasi-likelihood analysis for the stochastic differential equation with jumps
+Normal rank
@@ Property / cites work @@
+The growth of random walks and Levy processes
@@ Property / cites work: The growth of random walks and Levy processes / rank @@
+Normal rank
@@ Property / cites work @@
+A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples
+Normal rank
@@ Property / OpenAlex ID @@
+W3193532262
@@ Property / OpenAlex ID: W3193532262 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:1983615