Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (Q6641046)
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scientific article; zbMATH DE number 7947024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic normality of bias reduction estimation for jump intensity function in financial markets |
scientific article; zbMATH DE number 7947024 |
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Asymptotic normality of bias reduction estimation for jump intensity function in financial markets (English)
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20 November 2024
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jump-diffusion model
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non-parametric threshold estimation
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Jacod's stable convergence theorem
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bias reduction
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