Pages that link to "Item:Q2515498"
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The following pages link to Jump activity estimation for pure-jump semimartingales via self-normalized statistics (Q2515498):
Displaying 5 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Nonparametric inference of gradual changes in the jump behaviour of time-continuous processes (Q1615907) (← links)
- Testing for self-excitation in jumps (Q1706487) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Exact Bayesian moment based inference for the distribution of the small-time movements of an Itô semimartingale (Q1754515) (← links)
