Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568): Difference between revisions

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-.1007/s10260-010-0134-z
@@ Property / DOI: 10.1007/s10260-010-0134-z / rank @@
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+https://doi.org/10.1007/s10260-010-0134-z
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+W2032465166
@@ Property / OpenAlex ID: W2032465166 / rank @@
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
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@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
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@@ Property / cites work @@
+Q3038325
@@ Property / cites work: Q3038325 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
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+Estimation of the Characteristics of the Jumps of a General Poisson-Diffusion Model
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+Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process
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+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
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+Density Estimation of Lévy Measures for Discretely Observed Diffusion Processes with Jumps
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+\(M\)-estimation for discretely observed ergodic diffusion processes with infinitely many jumps
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+A Practical Inference for Discretely Observed Jump-diffusions from Finite Samples
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+Functional estimation for Lévy measures of semimartingales with Poissonian jumps
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+Model selection for Lévy measures in diffusion processes with jumps from discrete observations
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@@ Property / cites work @@
+Estimation of parameters for diffusion processes with jumps from discrete observations
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@@ Property / DOI @@
+.1007/S10260-010-0134-Z
@@ Property / DOI: 10.1007/S10260-010-0134-Z / rank @@
+Normal rank