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Estimation of the characteristics of a Lévy process - MaRDI portal

Estimation of the characteristics of a Lévy process (Q2270272)

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English
Estimation of the characteristics of a Lévy process
scientific article

    Statements

    title
    Estimation of the characteristics of a Lévy process (English)
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    author
    Achim Gegler
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    Ulrich Stadtmüller
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    publication date
    18 March 2010
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    zbMATH Keywords
    asymptotic normal distribution
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    consistency
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    finite jump activity
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    high frequency
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    infinite jump activity
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    stock price
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    threshold estimation
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    Identifiers

    Mathematics Subject Classification ID
    62M05
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    65C60
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    62F12
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    62M09
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    zbMATH DE Number
    5682915
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    OpenAlex ID
    W1965487563
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