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Nonparametric estimation of jump characteristics under market microstructure noise.

Chao YuXujie ZhaoBo Zhang
Published in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
  • nonparametric estimation
  • random noise
  • mathematical model
  • noisy data
  • noise level
  • noise reduction
  • gaussian noise
  • decision making
  • high dimensional
  • noisy images
  • market share