Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568): Difference between revisions
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Revision as of 23:51, 4 March 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)
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17 March 2016
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threshold estimation
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jump-discriminant filter
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integrated-volatility
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asymptotic unbiasedness
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plug-in method
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