Pages that link to "Item:Q2294509"
From MaRDI portal
The following pages link to A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509):
Displayed 5 items.
- Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798) (← links)
- The local fractional bootstrap (Q4629286) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
- A LOCAL GAUSSIAN BOOTSTRAP METHOD FOR REALIZED VOLATILITY AND REALIZED BETA (Q5378499) (← links)
- Bootstrapping Laplace transforms of volatility (Q6088832) (← links)