Optimum thresholding using mean and conditional mean squared error
Year of publication: |
2019
|
---|---|
Authors: | Figueroa-López, José E. ; Mancini, Cecilia |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 1, p. 179-210
|
Subject: | Threshold estimator | Integrated variance | Lévy jumps | Mean and conditional mean squared error | Feasible tuning of estimation parameters | Schätztheorie | Estimation theory |
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