Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process

19 June 2019

Papers citing "Rate-optimal estimation of the Blumenthal-Getoor index of a Lévy process"

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Title
Adaptive minimax estimation for discretely observed Lévy processes Céline Duval Taher Jalal Ester Mariucci 34 0 0 31 Oct 2024
Volatility and jump activity estimation in a stable Cox-Ingersoll-Ross model Elise Bayraktar Emmanuelle Clément 100 0 0 31 Jul 2024
Estimating a multivariate Lévy density based on discrete observations Maximilian F. Steffen 48 0 0 23 May 2023
$Estimation of mixed fractional stable processes using high-frequency data$ Estimation of mixed fractional stable processes using high-frequency data Fabian Mies M. Podolskij 38 4 0 15 Aug 2022
Unbiased truncated quadratic variation for volatility estimation in jump diffusion processes Chiara Amorino A. Gloter 43 13 0 24 Apr 2019