Detecting instants of jumps and estimating their intensity in the context of p derivatives with continuous or discrete data
DOI10.1080/03610926.2017.1353622OpenAlexW2738756144MaRDI QIDQ5160250
Publication date: 28 October 2021
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2017.1353622
consistencydiscrete datacontinuous datalimit in distributiondetecting instant of jumpintensity of derivative
Non-Markovian processes: estimation (62M09) Functional limit theorems; invariance principles (60F17) Jump processes on general state spaces (60J76) Jump processes on discrete state spaces (60J74)
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