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Fourier Transform methods for Pathwise Covariance Estimation in the Presence of Jumps

Fourier Transform methods for Pathwise Covariance Estimation in the Presence of Jumps

AuthorsJ. Teichmann, C. Cuchiero
JournalStochastic Processes and their Applications
Date1 Jan. 2015
CategoryAcademic Publications
Volumevol. 125 (1), pp 116-160

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