scientific article; zbMATH DE number 7696400

MaRDI QIDQ6104559zbMATH OpenFDO

Authors Jingwei Cai, Ping Chen, Xia Mei, Xiao Ji

Publication date 15 June 2023

Mathematics Subject Classification ID

Jump processes on general state spaces (60J76) Markov processes: estimation; hidden Markov models (62M05)

Cited in

(3)

• Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps
• Central limit theorems of range-based estimators for diffusion models
• Statistical inference for GQARCH-Itô-jumps model based on the realized range volatility

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