Pages that link to "Item:Q4580032"

The following pages link to Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032):

Displaying 3 items.

• Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
• Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
• Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)