Identifying the successive Blumenthal-Getoor indices of a discretely observed process (Q693731)
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| English | Identifying the successive Blumenthal-Getoor indices of a discretely observed process |
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Identifying the successive Blumenthal-Getoor indices of a discretely observed process (English)
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10 December 2012
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semimartingale
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Brownian motion
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jumps
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finite activity
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infinite activity
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discrete sampling
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high frequency
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0.8051844835281372
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0.7472416758537292
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0.7244554758071899
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0.7236878275871277
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0.7196403741836548
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