On the estimation of the jump activity index in the case of random observation times (Q6176238)

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scientific article; zbMATH DE number 7716670
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On the estimation of the jump activity index in the case of random observation times
scientific article; zbMATH DE number 7716670

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    On the estimation of the jump activity index in the case of random observation times (English)
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    25 July 2023
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    central limit theorem
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    high-frequency statistics
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    irregular observations
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    Itô semimartingale
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    jump activity index
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