Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.spa.2014.07.023 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.SPA.2014.07.023 / rank | |||
Normal rank | |||
Revision as of 02:15, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fourier transform methods for pathwise covariance estimation in the presence of jumps |
scientific article |
Statements
Fourier transform methods for pathwise covariance estimation in the presence of jumps (English)
0 references
7 November 2014
0 references
non-parametric spot variance estimation
0 references
central limit theorem
0 references
consistency
0 references
Fourier analysis
0 references
jump-diffusion
0 references
jump-robust estimation
0 references
0 references
0 references
0 references
0 references
