A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (Q2294509)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation |
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A local stable bootstrap for power variations of pure-jump semimartingales and activity index estimation (English)
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11 February 2020
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activity index
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bootstrap
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Blumenthal-Getoor index
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confidence intervals
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high-frequency data
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hypothesis testing
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realized power variation
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stable processes
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