Non‐parametric Threshold Estimation for Models with Stochastic Diffusion Coefficient and Jumps

DOI10.1111/j.1467-9469.2008.00622.xzbMath1198.62079arXivmath/0607378OpenAlexW2018240140MaRDI QIDQ3552978

Publication date: 22 April 2010

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

Full work available at URL: https://arxiv.org/abs/math/0607378

zbMATH Keywords

consistency asymptotic normality integrated volatility Levy-Baxter theorem

Mathematics Subject Classification ID

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