Near-optimal estimation of jump activity in semimartingales (Q5963516)
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scientific article; zbMATH DE number 6543285
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| English | Near-optimal estimation of jump activity in semimartingales |
scientific article; zbMATH DE number 6543285 |
Statements
Near-optimal estimation of jump activity in semimartingales (English)
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22 February 2016
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Blumenthal-Getoor index
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Lévy process
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infinite variation
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jump activity
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semimartingale
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0.8528648614883423
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0.816735029220581
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0.8067948818206787
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0.7859281301498413
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