Pages that link to "Item:Q4640668"
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The following pages link to Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps (Q4640668):
Displaying 3 items.
- Moderate deviations for estimators of quadratic variational process of diffusion with compound Poisson jumps (Q988095) (← links)
- Large deviations of the threshold estimator of integrated (co-)volatility vector in the presence of jumps (Q1800948) (← links)
- Nonparametric threshold estimation of spot volatility based on high-frequency data for time-dependent diffusion models with jumps (Q2114256) (← links)