Statistical specification of jumps under semiparametric semimartingale models (Q734535)
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: Statistical specification of jumps under semiparametric semimartingale models |
scientific article; zbMATH DE number 5614396
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical specification of jumps under semiparametric semimartingale models |
scientific article; zbMATH DE number 5614396 |
Statements
Statistical specification of jumps under semiparametric semimartingale models (English)
0 references
13 October 2009
0 references
semimartingales with jumps
0 references
semiparametric model
0 references
regression estimation
0 references
consistency
0 references
specification of jumps
0 references
0 references
0 references
0 references
0.89868647
0 references
0 references
0.8906592
0 references
0.8807122
0 references
0.8756663
0 references
