Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise
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Publication:2318293
DOI10.1007/s00500-018-3237-3zbMath1418.62076OpenAlexW2804992590WikidataQ129807784 ScholiaQ129807784MaRDI QIDQ2318293
Li Wang, Zhi Liu, Xiaochao Xia
Publication date: 14 August 2019
Published in: Soft Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00500-018-3237-3
Asymptotic properties of parametric estimators (62F12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05)
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