The following pages link to (Q3511651):
Displaying 30 items.
- Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251) (← links)
- Asymptotic lower bounds in estimating jumps (Q395992) (← links)
- Estimation of the instantaneous volatility (Q411549) (← links)
- Fourier transform methods for pathwise covariance estimation in the presence of jumps (Q468730) (← links)
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations (Q522057) (← links)
- Estimation for Lévy processes from high frequency data within a long time interval (Q548536) (← links)
- Estimation of volatility functionals in the simultaneous presence of microstructure noise and jumps (Q605016) (← links)
- How precise is the finite sample approximation of the asymptotic distribution of realised variation measures in the presence of jumps? (Q635940) (← links)
- Multipower variation for Brownian semistationary processes (Q654402) (← links)
- Realised quantile-based estimation of the integrated variance (Q736690) (← links)
- Threshold bipower variation and the impact of jumps on volatility forecasting (Q737246) (← links)
- Threshold estimation of Markov models with jumps and interest rate modeling (Q737264) (← links)
- Large deviation principle for an estimator of the diffusion coefficient in a jump-diffusion process (Q927361) (← links)
- Volatility estimators for discretely sampled Lévy processes (Q997383) (← links)
- Testing for jumps in a discretely observed process (Q1002155) (← links)
- Statistical inferences for price staleness (Q2190239) (← links)
- Estimation of the characteristics of a Lévy process (Q2270272) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Testing for common arrivals of jumps for discretely observed multidimensional processes (Q2388981) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Asymptotic properties of realized power variations and related functionals of semimartingales (Q2476289) (← links)
- Limit theorems for multipower variation in the presence of jumps (Q2495383) (← links)
- Limit theorems for bipower variation of semimartingales (Q2654158) (← links)
- Inference in Lévy-type stochastic volatility models (Q3590750) (← links)
- Bipower Variation for Gaussian Processes with Stationary Increments (Q3621152) (← links)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function (Q5075487) (← links)
- Asymptotic properties of power variations of Lévy processes (Q5429598) (← links)
- Jumps or Staleness? (Q6626220) (← links)
