Inference on the Lévy measure in case of noisy observations (Q2452885)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6301102
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Inference on the Lévy measure in case of noisy observations |
scientific article; zbMATH DE number 6301102 |
Statements
Inference on the Lévy measure in case of noisy observations (English)
0 references
5 June 2014
0 references
high frequency data
0 references
Levy process
0 references
microstructure noise
0 references
nonparametric statistics
0 references
weak convergence
0 references
0 references
0 references
0.9040085
0 references
0.8967043
0 references
0.8859813
0 references
0.8846625
0 references
0.88369673
0 references
0.8740677
0 references
0.8708671
0 references
0.8701518
0 references
