Realized Laplace transforms for pure-jump semimartingales (Q447866)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Laplace transforms for pure-jump semimartingales |
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Realized Laplace transforms for pure-jump semimartingales (English)
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29 August 2012
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Laplace transform
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time-varying scale
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high-frequency data
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jumps
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inference
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