噪音环境下跳特征函数的非参数估计

付金玉, 林金官

Nonparametric Estimation of Jump Characteristics under Market Microstructure Noise#br#

FU Jinyu, LIN Jinguan

应用概率统计 . 2022, (6): 887 . DOI: 10.3969/j.issn.1001-4268.2022.06.007