Estimation of state-dependent jump activity and drift for Markovian semimartingales
Mies, Fabian (Corresponding author)
Amsterdam / North-Holland Publ. Co. (2020, 2021) [Fachzeitschriftenartikel]
Journal of statistical planning and inference
Band: 210
Seite(n): 114-140
Identifikationsnummern
- DOI: 10.1016/j.jspi.2020.04.009
- REPORT NUMBER: RWTH-2020-05668