Estimation of a noisy subordinated Brownian motion via two-scales power variations (Q2408746): Difference between revisions
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Revision as of 18:15, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of a noisy subordinated Brownian motion via two-scales power variations |
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Estimation of a noisy subordinated Brownian motion via two-scales power variations (English)
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13 October 2017
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geometric Lévy models
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kurtosis and volatility estimation
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power variation estimators
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microstructure noise
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robust estimation methods
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Itô process
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