Asymptotic normality of bias reduction estimation for jump intensity function in financial markets
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Publication:6641046
DOI10.1111/JTSA.12727MaRDI QIDQ6641046
Yu Ping Song, Jiawei Qiu, Min Zhu
Publication date: 20 November 2024
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
bias reductionjump-diffusion modelJacod's stable convergence theoremnon-parametric threshold estimation
Applications of statistics to economics (62P20) Nonparametric estimation (62G05) Inference from stochastic processes (62Mxx)
Cites Work
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