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"Detecting and estimating intensity of jumps for discretely observed ..."

Delphine Blanke, Denis Bosq (2016)

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DOI: 10.1016/j.jmva.2015.08.014

access: open

type: Journal Article

metadata version: 2021-02-17

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Delphine Blanke, Denis Bosq:
Detecting and estimating intensity of jumps for discretely observed ARMAD(1, 1) processes. J. Multivar. Anal. 146: 119-137 (2016)

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