Pages that link to "Item:Q2215954"
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The following pages link to Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954):
Displaying 5 items.
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Generalization of the Blumenthal-Getoor index to the class of homogeneous diffusions with jumps and some applications (Q2435232) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)
- Efficient integrated volatility estimation in the presence of infinite variation jumps via debiased truncated realized variations (Q6615477) (← links)