Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (Q2301475)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations |
scientific article; zbMATH DE number 7173234
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations |
scientific article; zbMATH DE number 7173234 |
Statements
Bootstrap confidence bands for spectral estimation of Lévy densities under high-frequency observations (English)
0 references
24 February 2020
0 references
empirical bootstrap
0 references
high-frequency data
0 references
Lévy process
0 references
multiplier bootstrap
0 references
spectral estimation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8100451827049255
0 references
0.8019589185714722
0 references
0.7936777472496033
0 references
0.7789658308029175
0 references
0.7701144218444824
0 references
