The speed of convergence of the threshold estimator of integrated variance (Q544491): Difference between revisions

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+P05
@@ Property / Mathematics Subject Classification ID: 62P05 / rank @@
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+M09
@@ Property / Mathematics Subject Classification ID: 62M09 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G70
@@ Property / Mathematics Subject Classification ID: 91G70 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G48
@@ Property / Mathematics Subject Classification ID: 60G48 / rank @@
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@@ Property / zbMATH DE Number @@
+5908014
@@ Property / zbMATH DE Number: 5908014 / rank @@
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@@ Property / zbMATH Keywords @@
+infinite activity stable Lévy jumps
@@ Property / zbMATH Keywords: infinite activity stable Lévy jumps / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.spa.2010.12.001
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+W2027305388
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@@ Property / cites work @@
+Fisher's Information for Discretely Sampled Lvy Processes
+Normal rank
@@ Property / cites work @@
+Estimating the degree of activity of jumps in high frequency data
+Normal rank
@@ Property / cites work @@
+Nonparametric tests for pathwise properties of semimartingales
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
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@@ Property / cites work @@
+Q3959169
@@ Property / cites work: Q3959169 / rank @@
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@@ Property / cites work @@
+Asymptotic properties of realized power variations and related functionals of semimartingales
+Normal rank
@@ Property / cites work @@
+Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps
+Normal rank
@@ Property / cites work @@
+IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS
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@@ Property / cites work @@
+Q2738721
@@ Property / cites work: Q2738721 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:544491