Showing 1 - 10 of 28,854
Persistent link: https://www.econbiz.de/10011869070
Persistent link: https://www.econbiz.de/10012667010
Persistent link: https://www.econbiz.de/10012389843
Persistent link: https://www.econbiz.de/10013478646
A Lévy process is observed at time points of distance delta until time T. We construct an estimator of the Lévy-Khinchine characteristics of the process and derive optimal rates of convergence simultaneously in T and delta. Thereby, we encompass the usual low- and high-frequency assumptions...
Persistent link: https://www.econbiz.de/10010270819
Persistent link: https://www.econbiz.de/10010510893
Persistent link: https://www.econbiz.de/10010515889
Persistent link: https://www.econbiz.de/10011417204
Persistent link: https://www.econbiz.de/10011418545
Persistent link: https://www.econbiz.de/10011421781