Spectral estimation of the Lévy density in partially observed affine models (Q544516): Difference between revisions

@@ Property / DOI @@
-.1016/j.spa.2011.02.001
@@ Property / DOI: 10.1016/j.spa.2011.02.001 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W1974874561
@@ Property / OpenAlex ID: W1974874561 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.4865
@@ Property / arXiv ID: 0907.4865 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
+Normal rank
@@ Property / cites work @@
+Q3953035
@@ Property / cites work: Q3953035 / rank @@
+Normal rank
@@ Property / cites work @@
+Post-'87 crash fears in the S\&P 500 futures option market
+Normal rank
@@ Property / cites work @@
+Spectral estimation of the fractional order of a Lévy process
+Normal rank
@@ Property / cites work @@
+Affine processes and applications in finance
@@ Property / cites work: Affine processes and applications in finance / rank @@
+Normal rank
@@ Property / cites work @@
+Transform Analysis and Asset Pricing for Affine Jump-diffusions
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation of time-changed Lévy models under high-frequency data
+Normal rank
@@ Property / cites work @@
+Nonparametric inference for Lévy-driven Ornstein-Uhlenbeck processes
+Normal rank
@@ Property / cites work @@
+Affine processes are regular
@@ Property / cites work: Affine processes are regular / rank @@
+Normal rank
@@ Property / cites work @@
+Ergodicity and exponential \(\beta\)-mixing bounds for multidimensional diffusions with jumps
+Normal rank
@@ Property / cites work @@
+Nonparametric estimation for Lévy processes from low-frequency observations
+Normal rank
@@ Property / cites work @@
+Estimating the Parameters of a Differential Process
+Normal rank
@@ Property / cites work @@
+Estimation of affine asset pricing models using the empirical characteristic function
+Normal rank
@@ Property / cites work @@
+Optimal global rates of convergence for nonparametric regression
+Normal rank
@@ Property / cites work @@
+Large Volatility Matrix Inference via Combining Low-Frequency and High-Frequency Approaches
+Normal rank
@@ Property / cites work @@
+Introduction to nonparametric estimation
@@ Property / cites work: Introduction to nonparametric estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Selected Topics in Characteristic Functions
@@ Property / cites work: Selected Topics in Characteristic Functions / rank @@
+Normal rank
@@ Property / cites work @@
+Moment bounds for stationary mixing sequences
@@ Property / cites work: Moment bounds for stationary mixing sequences / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.SPA.2011.02.001
@@ Property / DOI: 10.1016/J.SPA.2011.02.001 / rank @@
+Normal rank