Estimation of state-dependent jump activity and drift for Markovian semimartingales (Q2189127)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of state-dependent jump activity and drift for Markovian semimartingales |
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Estimation of state-dependent jump activity and drift for Markovian semimartingales (English)
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15 June 2020
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infinite activity
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drift estimation
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nonparametric inference
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high-frequency asymptotics
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infinite variance
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