Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (Q292530)
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scientific article; zbMATH DE number 6590141
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| English | Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives |
scientific article; zbMATH DE number 6590141 |
Statements
Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives (English)
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8 June 2016
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jump intensity
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estimation
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càdlàg functions
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\(p\)-derivatives
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0.920356035232544
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0.8591030836105347
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0.7822590470314026
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0.7534071207046509
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0.6802129149436951
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