Pages that link to "Item:Q2447648"
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The following pages link to Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648):
Displayed 3 items.
- Optimum thresholding using mean and conditional mean squared error (Q1739640) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Jump filtering and efficient drift estimation for Lévy-driven SDEs (Q2413596) (← links)