The estimation for Lévy processes in high frequency data (Q5860893): Difference between revisions

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+https://doi.org/10.1080/07474938.2016.1188876
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+W2411162242
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+Estimating the degree of activity of jumps in high frequency data
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+Volatility estimators for discretely sampled Lévy processes
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+Q4888858
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+Q5560061
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+Nonparametric estimation for a class of Lévy processes
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+Nonparametric estimation for pure jump Lévy processes based on high frequency data
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+Estimation for Lévy processes from high frequency data within a long time interval
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+Kernel estimates of the tail index of a distribution
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+Small-time moment asymptotics for Lévy processes
@@ Property / cites work: Small-time moment asymptotics for Lévy processes / rank @@
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+On non-parametric estimation of the Lévy kernel of Markov processes
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+Kernel-type estimators for the extreme value index
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+Asymptotic properties of power variations of Lévy processes
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+A simple general approach to inference about the tail of a distribution
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+Q4937701
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+Non-parametric adaptive estimation of the drift for a jump diffusion process
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