On the estimation of the jump activity index in the case of random observation times

DOI10.1007/s42081-023-00187-1arXiv2206.11593OpenAlexW4320037263MaRDI QIDQ6176238

Adrian Theopold, Mathias Vetter

Publication date: 25 July 2023

Published in: Japanese Journal of Statistics and Data Science (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2206.11593

zbMATH Keywords

central limit theoremItô semimartingalehigh-frequency statisticsjump activity indexirregular observations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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