Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps (Q4640668)
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scientific article; zbMATH DE number 6874540
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| English | Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps |
scientific article; zbMATH DE number 6874540 |
Statements
25 May 2018
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compound Poisson process
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spot volatility
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asymptotic normality
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threshold criterion
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moderate deviations
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diffusion process
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0.828183650970459
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0.8109222054481506
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0.7911398410797119
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0.7772312760353088
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0.7708756327629089
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