Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568): Difference between revisions
From MaRDI portal
Changed an Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:36, 30 January 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Threshold selection in jump-discriminant filter for discretely observed jump processes |
scientific article |
Statements
Threshold selection in jump-discriminant filter for discretely observed jump processes (English)
0 references
17 March 2016
0 references
threshold estimation
0 references
jump-discriminant filter
0 references
integrated-volatility
0 references
asymptotic unbiasedness
0 references
plug-in method
0 references