Pages that link to "Item:Q5963516"
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The following pages link to Near-optimal estimation of jump activity in semimartingales (Q5963516):
Displaying 12 items.
- Estimation of the activity of jumps in time-changed Lévy models (Q391841) (← links)
- Statistical specification of jumps under semiparametric semimartingale models (Q734535) (← links)
- On the jump activity index for semimartingales (Q738115) (← links)
- Trading-flow assisted estimation of the jump activity index (Q829093) (← links)
- Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462) (← links)
- Limit theorems for integrated local empirical characteristic exponents from noisy high-frequency data with application to volatility and jump activity estimation (Q1751974) (← links)
- Estimation of tempered stable Lévy models of infinite variation (Q2152238) (← links)
- Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127) (← links)
- Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954) (← links)
- Nonparametric Gaussian inference for stable processes (Q2330965) (← links)
- INFERENCE FOR OPTION PANELS IN PURE-JUMP SETTINGS (Q5243484) (← links)
- Estimation of mixed fractional stable processes using high-frequency data (Q6183766) (← links)