Parametric estimation for discretely observed stochastic processes with jumps

DOI10.1214/10-EJS590zbMath1329.62367OpenAlexW2089960455MaRDI QIDQ1952110

Hoang-Long Ngo

Publication date: 27 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1291903545

zbMATH Keywords

Blumenthal-Getoor indexjump processparametric estimationmicrostructure noisediscrete observationnon-ergodic process

Mathematics Subject Classification ID

Related Items (1)

Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis

Cites Work

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