Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532)
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scientific article; zbMATH DE number 6056763
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| English | Confidence interval of the jump activity index based on empirical likelihood using high frequency data |
scientific article; zbMATH DE number 6056763 |
Statements
Confidence interval of the jump activity index based on empirical likelihood using high frequency data (English)
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16 July 2012
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Lévy measure
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pure jump process
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0.9049674
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0.88218814
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0.86034554
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0.8167464
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0.81008023
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0.80920917
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0.80702186
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0.8066825
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0.80141103
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