Exponential bounds for intensity of jumps
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Publication:2261925
DOI10.3103/S1066530714040012zbMATH Open1321.60063OpenAlexW2053590103MaRDI QIDQ2261925FDOQ2261925
Authors: Delphine Blanke, Denis Bosq 
Publication date: 13 March 2015
Published in: Mathematical Methods of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3103/s1066530714040012
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Cited In (6)
- Self-exciting jump processes and their asymptotic behaviour
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes
- Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives
- Bayesian estimation in a high dimensional parameter framework
- Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data
- Exponential bounds for intensity of jumps
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