Pages that link to "Item:Q927361"
From MaRDI portal
The following pages link to Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361):
Displaying 8 items.
- Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568) (← links)
- Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Large deviation principles of realized Laplace transform of volatility (Q2116475) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- Estimation of the realized (co-)volatility vector: large deviations approach (Q2402430) (← links)
- Large and moderate deviations of realized covolatility (Q2452772) (← links)
- On the estimation of integrated volatility in the presence of jumps and microstructure noise (Q5861024) (← links)
