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On estimation of quadratic variation for multivariate pure jump semimartingales
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On estimation of quadratic variation for multivariate pure jump semimartingales

Johannes Heiny
M. Podolskij
ArXiv (abs)PDFHTML

Papers citing "On estimation of quadratic variation for multivariate pure jump semimartingales"

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Title
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
Research frontiers in ambit stochastics: In memory of Ole E. Barndorff-Nielsen
F. Benth
Almut E. D. Veraart
57
0
0
01 Oct 2024
On the estimation of the jump activity index in the case of random observation times
On the estimation of the jump activity index in the case of random observation times
Adrian Theopold
Mathias Vetter
18
0
0
23 Jun 2022