CREPEDP-24
Number | CREPEDP-24 |
---|---|
Publication Date | April 2018 |
Title | Bootstrap Confidence Bands for Special Estimation of Lévy Densities under High-Frequency Observation |
Author(s) | Kengo Kato and Daisuke Kurisu |
Abstract | |
Keywords | empirical bootstrap, high-frequency data, Lévy process, multiplier bootstrap, spectral estimation. |
Other information | Paper in English (46 pages) |