Inference on the Lévy measure in case of noisy observations (Q2452885): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference on the Lévy measure in case of noisy observations |
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Inference on the Lévy measure in case of noisy observations (English)
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5 June 2014
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high frequency data
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Levy process
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microstructure noise
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nonparametric statistics
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weak convergence
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