Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568)

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Threshold selection in jump-discriminant filter for discretely observed jump processes
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    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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