IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (Q5389952)
From MaRDI portal
scientific article; zbMATH DE number 6027192
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS |
scientific article; zbMATH DE number 6027192 |
Statements
IDENTIFYING THE BROWNIAN COVARIATION FROM THE CO-JUMPS GIVEN DISCRETE OBSERVATIONS (English)
0 references
24 April 2012
0 references
co-jumps
0 references
integrated covariation
0 references
integrated variance
0 references
finite activity jumps
0 references
infinite activity jumps
0 references
threshold estimator
0 references
0 references
0 references
0 references
0 references
