Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q130098567, #quickstatements; #temporary_batch_1726256605485 |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2018.03.006 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2018.03.006 / rank | |||
Normal rank | |||
Latest revision as of 05:36, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale |
scientific article |
Statements
Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (English)
0 references
25 January 2019
0 references
deconvolution
0 references
Fourier transform
0 references
high-frequency data
0 references
Itô semimartingale
0 references
nonparametric inference
0 references
spectral density
0 references
0 references
0 references
0 references
0 references
0 references
