Non-parametric threshold estimation for models with stochastic diffusion coefficient and jumps (Q3552978)
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scientific article; zbMATH DE number 5697624
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Non-parametric threshold estimation for models with stochastic diffusion coefficient and jumps |
scientific article; zbMATH DE number 5697624 |
Statements
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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0.794189453125
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0.7824889421463013
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0.7798249125480652
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0.7742945551872253
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