Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568)
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scientific article; zbMATH DE number 6557251
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| English | Threshold selection in jump-discriminant filter for discretely observed jump processes |
scientific article; zbMATH DE number 6557251 |
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Threshold selection in jump-discriminant filter for discretely observed jump processes (English)
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17 March 2016
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threshold estimation
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jump-discriminant filter
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integrated-volatility
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asymptotic unbiasedness
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plug-in method
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0.89298785
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0.85812503
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0.8564535
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0.8526505
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0.8414985
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0.8369499
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