搜索结果: 1-1 共查到“理论统计学 High-frequency data”相关记录1条 . 查询时间(0.122 秒)
Estimation for Lévy processes from high frequency data within a long time interval
Adaptive nonparametric estimation high frequency data L´ evy processes projection estimators power variation
2011/6/17
In this paper, we study nonparametric estimation of the L´evy
density for L´evy processes, with and without Brownian component.
For this, we consider n discrete time observations with st...