Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (Q1713462)
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scientific article; zbMATH DE number 7006790
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale |
scientific article; zbMATH DE number 7006790 |
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Nonparametric inference for the spectral measure of a bivariate pure-jump semimartingale (English)
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25 January 2019
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deconvolution
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Fourier transform
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high-frequency data
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Itô semimartingale
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nonparametric inference
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spectral density
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