Pages that link to "Item:Q4580032"
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The following pages link to Estimation of the Hurst parameter in the simultaneous presence of jumps and noise (Q4580032):
Displaying 8 items.
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Discrete variations of the fractional Brownian motion in the presence of outliers and an additive noise (Q1950323) (← links)
- (Q3643285) (← links)
- Comments on "PCA Based Hurst Exponent Estimator for fBm Signals Under Disturbances (Q4570481) (← links)
- Multipower variation from generalized difference for fractional integral processes with jumps (Q4598006) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- Estimation of the Hurst parameter from continuous noisy data (Q6184880) (← links)