Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (Q535202)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Limit theorems for power variations of pure-jump processes with application to activity estima\-tion |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Limit theorems for power variations of pure-jump processes with application to activity estima\-tion |
scientific article |
Statements
Limit theorems for power variations of pure-jump processes with application to activity estima\-tion (English)
0 references
11 May 2011
0 references
activity index
0 references
Blumenthal-Getoor index
0 references
central limit theorem
0 references
Itô semimartingale
0 references
high-frequency data
0 references
jumps
0 references
realized power variation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8939535021781921
0 references
0.863102912902832
0 references
0.8585993051528931
0 references
0.8444116115570068
0 references
0.835260808467865
0 references
