Pages that link to "Item:Q434532"
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The following pages link to Confidence interval of the jump activity index based on empirical likelihood using high frequency data (Q434532):
Displaying 4 items.
- The asymptotics of the integrated self-weighted cross volatility estimator (Q394775) (← links)
- Empirical likelihood inference for diffusion processes with jumps (Q625786) (← links)
- Estimating the degree of activity of jumps in high frequency data (Q834337) (← links)
- Empirical likelihood for high frequency data (Q6626337) (← links)