Estimating jump intensity and detecting jump instants in the context of \(p\) derivatives

DOI10.1016/J.CRMA.2016.03.016zbMath1339.60121OpenAlexW2346895718MaRDI QIDQ292530

Denis Bosq

Publication date: 8 June 2016

Published in: Comptes Rendus. Mathématique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crma.2016.03.016

zbMATH Keywords

estimation\(p\)-derivativescàdlàg functionsjump intensity

Mathematics Subject Classification ID

Non-Markovian processes: estimation (62M09) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data

Cites Work

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• Detecting derivative discontinuity locations in piecewise continuous functions from Fourier spectral data

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