Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (Q2215954)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process |
scientific article |
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Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process (English)
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15 December 2020
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high-frequency
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method of moments
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jump activity
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Fisher information
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non-diagonal rate matrix
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