Pages that link to "Item:Q5963516"
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The following pages link to Near-optimal estimation of jump activity in semimartingales (Q5963516):
Displayed 8 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)