Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462)
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scientific article; zbMATH DE number 7006790
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| English | Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale |
scientific article; zbMATH DE number 7006790 |
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Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (English)
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25 January 2019
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deconvolution
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Fourier transform
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high-frequency data
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Itô semimartingale
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nonparametric inference
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spectral density
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0.8036940693855286
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0.7958607077598572
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0.7770329117774963
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0.7723307013511658
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0.7722827196121216
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