Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032): Difference between revisions
From MaRDI portal
Latest revision as of 07:23, 16 July 2024
scientific article; zbMATH DE number 6916678
Language | Label | Description | Also known as |
---|---|---|---|
English | Estimation of the Hurst parameter in the simultaneous presence of jumps and noise |
scientific article; zbMATH DE number 6916678 |
Statements
Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (English)
0 references
13 August 2018
0 references
realized threshold multipower variation
0 references
microstructure noise
0 references
Hurst parameter
0 references
high frequency data
0 references
central limit theorem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references