Recovering Brownian and jump parts from high-frequency observations of a Lévy process (Q1983615): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recovering Brownian and jump parts from high-frequency observations of a Lévy process |
scientific article |
Statements
Recovering Brownian and jump parts from high-frequency observations of a Lévy process (English)
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10 September 2021
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Brownian bridge
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coupling
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exchangeability
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high-frequency statistics
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reordering of increments
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