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) |