Exponential bounds for intensity of jumps
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Publication:2261925
DOI10.3103/S1066530714040012zbMath1321.60063OpenAlexW2053590103MaRDI QIDQ2261925
Publication date: 13 March 2015
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530714040012
Related Items (5)
Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes ⋮ Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives ⋮ Bayesian estimation in a high dimensional parameter framework ⋮ Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data ⋮ Exponential bounds for intensity of jumps
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