Inference on the Lévy measure in case of noisy observations (Q2452885)
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scientific article; zbMATH DE number 6301102
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| English | Inference on the Lévy measure in case of noisy observations |
scientific article; zbMATH DE number 6301102 |
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Inference on the Lévy measure in case of noisy observations (English)
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5 June 2014
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high frequency data
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Levy process
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microstructure noise
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nonparametric statistics
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weak convergence
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0.9040085
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0.8967043
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0.8859813
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0.8846625
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0.88369673
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0.8740677
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0.8708671
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0.8701518
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