Asymptotic lower bounds in estimating jumps

1 July 2014

Papers citing "Asymptotic lower bounds in estimating jumps"

4 / 4 papers shown

Title
Nonparametric tests for pathwise properties of semimartingales R. Cont C. Mancini 53 90 0 22 Apr 2011
Estimating the degree of activity of jumps in high frequency data Yacine Ait-Sahalia J. Jacod 95 263 0 21 Aug 2009
Testing for jumps in a discretely observed process Yacine Ait-Sahalia J. Jacod 91 596 0 02 Mar 2009
LAMN property for hidden processes: the case of integrated diffusions A. Gloter E. Gobet 284 22 0 02 Jul 2007