Threshold selection in jump-discriminant filter for discretely observed jump processes
| Year of publication: |
2010
|
|---|---|
| Authors: | Shimizu, Yasutaka |
| Published in: |
Statistical Methods and Applications. - Springer, ISSN 1618-2510. - Vol. 19.2010, 3, p. 355-378
|
| Publisher: |
Springer |
| Subject: | Threshold estimation | Jump-discriminant filter | Integrated-volatility | Asymptotic unbiasedness | Plug-in method |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008673845