Identifying the successive Blumenthal–Getoor indices of a discretely observed process

Ait-Sahalia, Yacine, Aiet-Sahalia, Yacine, Aït-Sahalia, Yacine, Jacod, Jean . The Annals of Statistics 2012. 40 (3) :1430-1464

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Bibtex

@article{CIS-261243,
  Author = {Ait-Sahalia, Yacine and Aiet-Sahalia, Yacine and Aït-Sahalia, Yacine and Jacod, Jean},
  Title = {Identifying the successive Blumenthal–Getoor indices of a discretely observed process},
  Journal = {The Annals of Statistics},
  Volume = {40},
  Number = {3},
  Year = {2012},
  Pages = {1430--1464},
  Keywords = {Balanced incomplete block design, finite field, generating block, Semimartingale, Brownian motion, high frequency, jumps, infinite activity, finite activity, discrete sampling}
}

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