Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462): Difference between revisions

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Latest revision as of 05:36, 11 December 2024

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Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale
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    Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (English)
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    25 January 2019
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    deconvolution
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    Fourier transform
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    high-frequency data
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    Itô semimartingale
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    nonparametric inference
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    spectral density
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