Jump activity estimation for pure-jump semimartingales via self-normalized statistics

18 August 2015

Papers citing "Jump activity estimation for pure-jump semimartingales via self-normalized statistics"

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Title
Quarticity and other functionals of volatility: Efficient estimation J. Jacod M. Rosenbaum 42 123 0 16 Jul 2012
Statistical inference for time-changed Lévy processes via composite characteristic function estimation Denis Belomestny 64 49 0 01 Mar 2010