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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

AutorJ. Teichmann, C. Cuchiero
JournalStochastic Processes and their Applications
Datum1. Jan. 2015
KategorieAcademic Publications
Volumevol. 125 (1), pp 116-160

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