On the jump activity index for semimartingales (Q738115): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
RedirectionBot (talk | contribs)
Removed claim: author (P16): Item:Q216426
Property / author
 
Property / author: Per Aslak Mykland / rank
Normal rank
 

Revision as of 01:33, 11 February 2024

scientific article
Language Label Description Also known as
English
On the jump activity index for semimartingales
scientific article

    Statements

    On the jump activity index for semimartingales (English)
    0 references
    0 references
    0 references
    0 references
    15 August 2016
    0 references
    semimartingale
    0 references
    power variation
    0 references
    high frequency
    0 references
    jump activity index
    0 references
    stable convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references