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Estimation of the characteristics of a Levy process

Erstveröffentlichung
2010
Authors
Gegler, Achim
Stadtmüller, Ulrich
Wissenschaftlicher Artikel


Published in
Journal of Statistical Planning and Inference ; 140 (2010), 6. - S. 1481-1496. - ISSN 0378-3758
Link to publication
https://dx.doi.org/10.1016/j.jspi.2009.12.001
Faculties
Fakultät für Mathematik und Wirtschaftswissenschaften
Institutions
Institut für Zahlentheorie und Wahrscheinlichkeitstheorie
Subject headings
[Free subject headings]: Asymptotic normal distribution | Consistency | Finite jump activity | High frequency | Infinite jump activity | Stock price | Threshold estimation | diffusion-coefficient | jumps | volatility
[DDC subject group]: DDC 510 / Mathematics

Metadata
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