Detecting and estimating intensity of jumps for discretely observed ARMAD(1,1) processes
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Cited in
(5)- Exponential bounds for intensity of jumps
- An introduction to recent advances in high/infinite dimensional statistics
- Estimating jump intensity and detecting jump instants in the context of p derivatives
- Detecting instants of jumps and estimating their intensity in the context of \(p\) derivatives with continuous or discrete data
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