Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127)
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scientific article; zbMATH DE number 7211899
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| English | Estimation of state-dependent jump activity and drift for Markovian semimartingales |
scientific article; zbMATH DE number 7211899 |
Statements
Estimation of state-dependent jump activity and drift for Markovian semimartingales (English)
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15 June 2020
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infinite activity
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drift estimation
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nonparametric inference
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high-frequency asymptotics
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infinite variance
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0.8225105404853821
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0.8072371482849121
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0.8067948818206787
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0.8056723475456238
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0.7906912565231323
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