software . 2015

Software for "Near-optimal estimation of jump activity in semimartingales"

Bull, Adam;
  • Published: 14 Jul 2015
  • Country: United Kingdom
Abstract
An R script generating the data in the paper "Near-optimal estimation of jump activity in semimartingales." This work was supported by the EPSRC [grant number EP/K000993/1].
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Software . 2015
Provider: Apollo
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