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Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps - MaRDI portal

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Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps (Q4640668)

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scientific article; zbMATH DE number 6874540
Language Label Description Also known as
English
Asymptotic properties for spot volatility estimation of diffusions with compound Poisson jumps
scientific article; zbMATH DE number 6874540

    Statements

    author
    Yingying Chen
    0 references
    Hui Jiang
    0 references
    publication date
    25 May 2018
    0 references
    zbMATH Keywords
    compound Poisson process
    0 references
    spot volatility
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    asymptotic normality
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    threshold criterion
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    moderate deviations
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    diffusion process
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    Identifiers

    zbMATH DE Number
    6874540
    0 references
     
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