Estimating the jump activity index under noisy observations using high-frequency data (Q3095175)
From MaRDI portal
!
WARNING
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 5965216
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating the jump activity index under noisy observations using high-frequency data |
scientific article; zbMATH DE number 5965216 |
Statements
Estimating the Jump Activity Index Under Noisy Observations Using High-Frequency Data (English)
0 references
28 October 2011
0 references
microstructure noise
0 references
symmetric stable Lévy process
0 references
0.8287661671638489
0 references
0.8038361072540283
0 references
0.8037769794464111
0 references
0.7967535257339478
0 references
0.7931665778160095
0 references
