On the estimation of the jump activity index in the case of random observation times
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Publication:6176238
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
central limit theoremItô semimartingalehigh-frequency statisticsjump activity indexirregular observations
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