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AuthorGegler, Achimdc.contributor.author
AuthorStadtmüller, Ulrichdc.contributor.author
Date of accession2018-05-09T08:25:30Zdc.date.accessioned
Available in OPARU since2018-05-09T08:25:30Zdc.date.available
Date of first publication2010dc.date.issued
Languageendc.language.iso
PublisherUniversität Ulmdc.publisher
KeywordAsymptotic normal distributiondc.subject
KeywordConsistencydc.subject
KeywordFinite jump activitydc.subject
KeywordHigh frequencydc.subject
KeywordInfinite jump activitydc.subject
KeywordStock pricedc.subject
KeywordThreshold estimationdc.subject
Keyworddiffusion-coefficientdc.subject
Keywordjumpsdc.subject
Keywordvolatilitydc.subject
Dewey Decimal GroupDDC 510 / Mathematicsdc.subject.ddc
TitleEstimation of the characteristics of a Levy processdc.title
Resource typeWissenschaftlicher Artikeldc.type
FacultyFakultät für Mathematik und Wirtschaftswissenschaftenuulm.affiliationGeneral
InstitutionInstitut für Zahlentheorie und Wahrscheinlichkeitstheorieuulm.affiliationSpecific
DCMI TypeTextuulm.typeDCMI
CategoryPublikationsnachweiseuulm.category
DOI (external)10.1016/j.jspi.2009.12.001dc.identifier.doiExternal
Source - Title of sourceJournal of Statistical Planning and Inferencesource.title
Source - Place of publicationElsevier Sciencesource.publisher
Source - Volume140source.volume
Source - Issue6source.issue
Source - Year2010source.year
Source - From page1481source.fromPage
Source - To page1496source.toPage
Source - ISSN0378-3758source.identifier.issn
Open AccessNouulm.OA
Suitable communityFakultät für Mathematik und Wirtschaftswissenschaftenuulm.community
WoS000275345500010uulm.identifier.wos
University Bibliographyjauulm.unibibliographie


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