Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (Q2209820)
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| Language | Label | Description | Also known as |
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| English | Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data |
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Minimax rates for the covariance estimation of multi-dimensional Lévy processes with high-frequency data (English)
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5 November 2020
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co-jumps
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infinite variation
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co-integrated volatility
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high-frequency data
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