Bipower-type estimation in a noisy diffusion setting (Q841480): Difference between revisions

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Latest revision as of 00:04, 2 July 2024

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Bipower-type estimation in a noisy diffusion setting
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    Bipower-type estimation in a noisy diffusion setting (English)
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    17 September 2009
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    bipower variation
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    central limit theorem
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    high-frequency data
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    microstructure noise
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    quadratic variation
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    semimartingale theory
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    test for jumps
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