Central Limit Theorems for the Non-Parametric Estimation of Time-Changed Lévy Models (Q2911696): Difference between revisions

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+Testing for jumps in a discretely observed process
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+Estimating the degree of activity of jumps in high frequency data
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+Impact of jumps on returns and realised variances: econometric analysis of time-deformed Lévy processes
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+Risk bounds for model selection via penalization
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+On the functional central limit theorem and the law of the iterated logarithm for Markov processes
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+Stochastic Volatility for Lévy Processes
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+Small-time moment asymptotics for Lévy processes
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+Nonparametric estimation of time-changed Lévy models under high-frequency data
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+Asymptotic properties of power variations of Lévy processes
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+Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps
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+Asymptotic Statistics
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+Variational sums and power variation: a unifying approach to model selection and estimation in semimartingale models
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+Inference in Lévy-type stochastic volatility models
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