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Statistical specification of jumps under semiparametric semimartingale models

✍ Scribed by Ya. Shimizu

Book ID
111503705
Publisher
Allerton Press Inc
Year
2008
Tongue
English
Weight
728 KB
Volume
17
Category
Article
ISSN
1066-5307

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The concept of conditional specification of distributions is not new but, except in normal families, it has not been well developed in the literature. Computational difficulties undoubtedly hindered or discouraged developments in this direction. However, such roadblocks are of dimished importance to