Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696): Difference between revisions

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+https://doi.org/10.1111/j.1467-9469.2010.00728.x
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+Testing for jumps in a discretely observed process
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+Estimating the degree of activity of jumps in high frequency data
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+Publication:2911696