Testing whether jumps have finite or infinite activity

22 November 2012

Papers citing "Testing whether jumps have finite or infinite activity"

2 / 2 papers shown

Title
$Spectral estimation of the fractional order of a Lévy process$ Spectral estimation of the fractional order of a Lévy process Denis Belomestny 212 54 0 12 Jan 2010
Testing for jumps in a discretely observed process Yacine Ait-Sahalia J. Jacod 91 596 0 02 Mar 2009