Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948)
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| English | Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps |
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Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (English)
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26 October 2018
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moderate deviation principle
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large deviation principle
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diffusion
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discrete-time observation
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quadratic variation
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realized volatility
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Lévy process
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threshold estimator
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Poisson jumps
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0.829752504825592
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0.8200070858001709
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0.8025779724121094
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0.80085688829422
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