The speed of convergence of the threshold estimator of integrated variance (Q544491)
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scientific article; zbMATH DE number 5908014
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| English | The speed of convergence of the threshold estimator of integrated variance |
scientific article; zbMATH DE number 5908014 |
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The speed of convergence of the threshold estimator of integrated variance (English)
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15 June 2011
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infinite activity stable Lévy jumps
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0.832902193069458
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0.829752504825592
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0.794189453125
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0.7905945777893066
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