Estimation of the characteristics of a Lévy process (Q2270272): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jspi.2009.12.001 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1965487563 / rank | |||
Normal rank | |||
Revision as of 20:58, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of the characteristics of a Lévy process |
scientific article |
Statements
Estimation of the characteristics of a Lévy process (English)
0 references
18 March 2010
0 references
asymptotic normal distribution
0 references
consistency
0 references
finite jump activity
0 references
high frequency
0 references
infinite jump activity
0 references
stock price
0 references
threshold estimation
0 references
