Statistical specification of jumps under semiparametric semimartingale models (Q734535)

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scientific article; zbMATH DE number 5614396
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Statistical specification of jumps under semiparametric semimartingale models
scientific article; zbMATH DE number 5614396

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    Statistical specification of jumps under semiparametric semimartingale models (English)
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    13 October 2009
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    semimartingales with jumps
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    semiparametric model
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    regression estimation
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    consistency
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    specification of jumps
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