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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

AuteursJ. Teichmann, C. Cuchiero
JournalStochastic Processes and their Applications
Date1 jan. 2015
CatégorieAcademic Publications
Volumevol. 125 (1), pp 116-160

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