Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimally thresholded realized power variations for Lévy jump diffusion models |
scientific article |
Statements
Optimally thresholded realized power variations for Lévy jump diffusion models (English)
0 references
28 April 2014
0 references
volatility estimation
0 references
jump detection
0 references
Lévy processes
0 references
additive processes
0 references
nonparametric estimation
0 references
thresholded estimators
0 references
power variations
0 references
