Logo Logo

Jump Activity Estimation for Pure-Jump Ito Semimartingales via Self-Normalised Statistics, Annals of Statistics

Type

Article

Author(s)

Viktor Todorov

Date Published

2015

Citations

Todorov, Viktor. 2015. Jump Activity Estimation for Pure-Jump Ito Semimartingales via Self-Normalised Statistics. Annals of Statistics. 43: 1831-1864.

KELLOGG INSIGHT

Explore leading research and ideas

Find articles, podcast episodes, and videos that spark ideas in lifelong learners, and inspire those looking to advance in their careers.
learn more

COURSE CATALOG

Review Courses & Schedules

Access information about specific courses and their schedules by viewing the interactive course scheduler tool.
LEARN MORE

DEGREE PROGRAMS

Discover the path to your goals

Whether you choose our Full-Time, Part-Time or Executive MBA program, you’ll enjoy the same unparalleled education, exceptional faculty and distinctive culture.
learn more