Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (Q3552978)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps |
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Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps (English)
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22 April 2010
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integrated volatility
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consistency
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asymptotic normality
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Levy-Baxter theorem
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