Estimation of the activity of jumps in time-changed Lévy models
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Publication:391841
DOI10.1214/13-EJS870zbMath1293.60054MaRDI QIDQ391841
Publication date: 13 January 2014
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1386943910
60G51: Processes with independent increments; Lévy processes
62M99: Inference from stochastic processes