Jump activity estimation for pure-jump semimartingales via...

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

Todorov, Viktor
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Volume:
43
Language:
english
Journal:
The Annals of Statistics
DOI:
10.1214/15-AOS1327
Date:
August, 2015
File:
PDF, 372 KB
english, 2015
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