Pages that link to "Item:Q257568"
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The following pages link to Threshold selection in jump-discriminant filter for discretely observed jump processes (Q257568):
Displaying 6 items.
- Detecting and estimating intensity of jumps for discretely observed \(\mathrm{ARMA}D(1,1)\) processes (Q268739) (← links)
- A practical inference for discretely observed jump-diffusions from finite samples (Q2919547) (← links)
- An estimator for the cumulative co‐volatility of asynchronously observed semimartingales with jumps (Q5418636) (← links)
- ESTIMATION OF INTEGRATED COVARIANCES IN THE SIMULTANEOUS PRESENCE OF NONSYNCHRONICITY, MICROSTRUCTURE NOISE AND JUMPS (Q5741621) (← links)
- (Q5879927) (← links)
- Threshold estimation for jump-diffusions under small noise asymptotics (Q6166019) (← links)