Estimation of the characteristics of a Lévy process (Q2270272): Difference between revisions
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Revision as of 06:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the characteristics of a Lévy process |
scientific article |
Statements
Estimation of the characteristics of a Lévy process (English)
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18 March 2010
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asymptotic normal distribution
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consistency
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finite jump activity
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high frequency
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infinite jump activity
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stock price
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threshold estimation
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