Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475)
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scientific article
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| English | Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations |
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Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (English)
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24 February 2020
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empirical bootstrap
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high-frequency data
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Lévy process
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multiplier bootstrap
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spectral estimation
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0.8100451827049255
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0.8019589185714722
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0.7936777472496033
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0.7789658308029175
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0.7701144218444824
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