Pages that link to "Item:Q2630086"

The following pages link to Nonparametric inference of discretely sampled stable Lévy processes (Q2630086):

Displaying 12 items.

• Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532) (← links)
• Modeling high-frequency financial data by pure jump processes (Q447825) (← links)
• Local linear estimator for stochastic differential equations driven by \(\alpha\)-stable Lévy motions (Q476746) (← links)
• On the jump activity index for semimartingales (Q738115) (← links)
• Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
• A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
• A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509) (← links)
• Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
• Testing for pure-jump processes for high-frequency data (Q2343966) (← links)
• Nonparametric density estimation in compound Poisson processes using convolution power estimators (Q2441318) (← links)
• Nonparametric estimation of periodic signal disturbed by <i>α</i>-stable noises (Q5030944) (← links)
• Near-optimal estimation of jump activity in semimartingales (Q5963516) (← links)