Estimating diffusion with compound Poisson jumps based on self-normalized residuals (Q2242851)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating diffusion with compound Poisson jumps based on self-normalized residuals |
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Estimating diffusion with compound Poisson jumps based on self-normalized residuals (English)
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10 November 2021
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diffusion with compound Poisson jumps
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high-frequency sampling
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detection of jumps
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self-normalized residuals
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