On the estimation of the jump activity index in the case of random observation times (Q6176238)
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scientific article; zbMATH DE number 7716670
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the estimation of the jump activity index in the case of random observation times |
scientific article; zbMATH DE number 7716670 |
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On the estimation of the jump activity index in the case of random observation times (English)
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25 July 2023
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central limit theorem
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high-frequency statistics
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irregular observations
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Itô semimartingale
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jump activity index
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