Estimation of the characteristics of a Lévy process (Q2270272)
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scientific article; zbMATH DE number 5682915
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Estimation of the characteristics of a Lévy process |
scientific article; zbMATH DE number 5682915 |
Statements
Estimation of the characteristics of a Lévy process (English)
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18 March 2010
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asymptotic normal distribution
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consistency
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finite jump activity
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high frequency
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infinite jump activity
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stock price
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threshold estimation
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0.93212163
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0.9292413
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0.9051912
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0.90490186
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0.89694536
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0.89409196
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0.89328766
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