Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale |
scientific article |
Statements
Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (English)
0 references
25 January 2019
0 references
deconvolution
0 references
Fourier transform
0 references
high-frequency data
0 references
Itô semimartingale
0 references
nonparametric inference
0 references
spectral density
0 references
