Is a pure jump process fitting the high frequency data better than a jump diffusion process?
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ناشر:
سال
: 2013شناسه الکترونیک: 10.1016/j.jspi.2012.08.007
کلیدواژه(گان): Diffusion,Pure jump process,Semi
کالکشن
:
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آمار بازدید
Is a pure jump process fitting the high frequency data better than a jump diffusion process?
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| contributor author | Kong, Xin | |
| date accessioned | 2020-03-11T15:34:48Z | |
| date available | 2020-03-11T15:34:48Z | |
| date issued | 2013 | |
| identifier issn | 0378-3758 | |
| identifier other | 10.1016-j.jspi.2012.08.007.pdf | |
| identifier uri | http://libsearch.um.ac.ir:80/fum/handle/fum/579033 | |
| format | general | |
| language | English | |
| publisher | Elsevier Science | |
| title | Is a pure jump process fitting the high frequency data better than a jump diffusion process? | |
| type | Journal Paper | |
| contenttype | Metadata Only | |
| identifier padid | 4432192 | |
| subject keywords | Diffusion | |
| subject keywords | Pure jump process | |
| subject keywords | Semi | |
| identifier doi | 10.1016/j.jspi.2012.08.007 | |
| journal title | Journal of Statistical Planning and Inference | |
| journal volume | 143 | |
| journal issue | 2 | |
| filesize | 172057 | |
| citations | 0 |