Statistical specification of jumps under semiparametric semimartingale models (Q734535)
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scientific article; zbMATH DE number 5614396
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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0.89868647
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0.8906592
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0.8807122
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0.8756663
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