Exponential bounds for intensity of jumps
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Recommendations
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- Exponential bounds for intensity of jumps
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Cited in
(7)- Exponential bounds for intensity of jumps
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Estimating jump intensity and detecting jump instants in the context of p derivatives
- Bayesian estimation in a high dimensional parameter framework
- Self-exciting jump processes and their asymptotic behaviour
- Detecting instants of jumps and estimating their intensity in the context of \(p\) derivatives with continuous or discrete data
- Estimating and detecting jumps. Applications to \(D[0,1]\)-valued linear processes
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