Software for "Near-optimal estimation of jump activity in semimartingales"


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Type
Software
Change log
Authors
Bull, Adam 
Description

An R script generating the data in the paper "Near-optimal estimation of jump activity in semimartingales."

Version
Software / Usage instructions
R script (.r)
Keywords
Publisher
Sponsorship
This work was supported by the EPSRC [grant number EP/K000993/1].
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