Pages that link to "Item:Q389251"
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The following pages link to Asymptotic properties for multipower variation of semimartingales and Gaussian integral processes with jumps (Q389251):
Displaying 11 items.
- Central limit theorems for power variation of Gaussian integral processes with jumps (Q477150) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Least squares estimation for the drift parameters in the sub-fractional Vasicek processes (Q1643803) (← links)
- Testing long memory based on a discretely observed process (Q2362937) (← 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)
- Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032) (← links)
- Multipower variation from generalized difference for fractional integral processes with jumps (Q4598006) (← links)
- 带跳的分数维Brown 运动幂变差的渐近行为 (Q5017621) (← links)
- Jump-detection and curve estimation methods for discontinuous regression functions based on the piecewise B-spline function (Q5075487) (← links)