Pages that link to "Item:Q2152238"
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The following pages link to Estimation of tempered stable Lévy models of infinite variation (Q2152238):
Displaying 5 items.
- Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes (Q2196535) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Optimally thresholded realized power variations for Lévy jump diffusion models (Q2447648) (← links)
- Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477) (← links)
- Parametric estimation of tempered stable laws (Q6634817) (← links)