Statistical specification of jumps under semiparametric semimartingale models
type: Item
instance of: scholarly article
title: Statistical specification of jumps under semiparametric semimartingale models
zbMATH Open document ID: 1231.62155
DOI: 10.3103/S1066530708030034
author: D. Kharzeev
published in: Mathematical Methods of Statistics
publication date: 2009-10-13T00:00:00Z
Mathematics Subject Classification ID: 62M09
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 60G48
Mathematics Subject Classification ID: 62G20
Mathematics Subject Classification ID: 62M05
zbMATH DE Number: 5614396
zbMATH Keywords: semimartingales with jumps
zbMATH Keywords: semiparametric model
zbMATH Keywords: regression estimation
zbMATH Keywords: consistency
zbMATH Keywords: specification of jumps
MaRDI profile type: Publication
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full work available at URL: s1066530708030034
OpenAlex ID: W2045639867
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description: scientific article; zbMATH DE number 5614396