On the jump activity index for semimartingales (Q738115)
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scientific article; zbMATH DE number 6617025
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On the jump activity index for semimartingales |
scientific article; zbMATH DE number 6617025 |
Statements
On the jump activity index for semimartingales (English)
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15 August 2016
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semimartingale
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power variation
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high frequency
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jump activity index
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stable convergence
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0.8539729118347168
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0.8528648614883423
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0.8479083180427551
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0.8476316928863525
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0.8456096649169922
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