Statistical specification of jumps under semiparametric semimartingale models (Q734535)
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English | Statistical specification of jumps under semiparametric semimartingale models |
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Statistical specification of jumps under semiparametric semimartingale models (English)
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13 October 2009
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semimartingales with jumps
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semiparametric model
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regression estimation
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consistency
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specification of jumps
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