Functional estimation for Lévy measures of semimartingales with Poissonian jumps
type: Item
instance of: scholarly article
title: Functional estimation for Lévy measures of semimartingales with Poissonian jumps
zbMATH Open document ID: 1159.62022
author: Yasutaka Shimizu
published in: Journal of Multivariate Analysis
publication date: 2009-04-21T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62M05
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G20
zbMATH DE Number: 5545809
zbMATH Keywords: semimartingales with jumps
zbMATH Keywords: discrete observations
zbMATH Keywords: asymptotic efficiency
MaRDI profile type: Publication
full work available at URL: j.jmva.2008.10.006
OpenAlex ID: W1973573083
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DOI: 10.1016/J.JMVA.2008.10.006
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description: scientific article; zbMATH DE number 5545809