Realized Laplace transforms for pure-jump semimartingales (Q447866)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Realized Laplace transforms for pure-jump semimartingales |
scientific article; zbMATH DE number 6073791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realized Laplace transforms for pure-jump semimartingales |
scientific article; zbMATH DE number 6073791 |
Statements
Realized Laplace transforms for pure-jump semimartingales (English)
0 references
29 August 2012
0 references
Laplace transform
0 references
time-varying scale
0 references
high-frequency data
0 references
jumps
0 references
inference
0 references
0 references
0 references
0 references
0 references
0 references
