Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648): Difference between revisions
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Revision as of 01:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally thresholded realized power variations for Lévy jump diffusion models |
scientific article |
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Optimally thresholded realized power variations for Lévy jump diffusion models (English)
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28 April 2014
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volatility estimation
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jump detection
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Lévy processes
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additive processes
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nonparametric estimation
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thresholded estimators
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power variations
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