Journal Article

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

Annals of Statistics
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. 1831-1864.