Inference on the Lévy measure in case of noisy observations (Q2452885): Difference between revisions

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Revision as of 08:17, 5 March 2024

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Inference on the Lévy measure in case of noisy observations
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    Inference on the Lévy measure in case of noisy observations (English)
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    5 June 2014
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    high frequency data
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    Levy process
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    microstructure noise
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    nonparametric statistics
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    weak convergence
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