[Estimation de l'intensité et des instants de sauts pour des processus à p dérivées]
Dans cet article, nous considérons le processus , où est l'espace des fonctions càdlàg et où la pe dérivée a un saut éventuel. Nous envisageons de détecter l'intensité et la position des sauts. Des résultats asymptotiques sont obtenus.
In this paper we consider the process where is the space of the càdlàg function and the p-th derivative has a possible jump. One envisages to detect the intensity and position of the jumps in the context of p derivatives. Asymptotic results are derived.
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@article{CRMATH_2016__354_7_729_0,
author = {Bosq, Denis},
title = {Estimating jump intensity and detecting jump instants in the context of \protect\emph{p} derivatives},
journal = {Comptes Rendus. Math\'ematique},
pages = {729--734},
publisher = {Elsevier},
volume = {354},
number = {7},
year = {2016},
doi = {10.1016/j.crma.2016.03.016},
language = {en},
url = {http://www.numdam.org/articles/10.1016/j.crma.2016.03.016/}
}
TY - JOUR AU - Bosq, Denis TI - Estimating jump intensity and detecting jump instants in the context of p derivatives JO - Comptes Rendus. Mathématique PY - 2016 SP - 729 EP - 734 VL - 354 IS - 7 PB - Elsevier UR - http://www.numdam.org/articles/10.1016/j.crma.2016.03.016/ DO - 10.1016/j.crma.2016.03.016 LA - en ID - CRMATH_2016__354_7_729_0 ER -
%0 Journal Article %A Bosq, Denis %T Estimating jump intensity and detecting jump instants in the context of p derivatives %J Comptes Rendus. Mathématique %D 2016 %P 729-734 %V 354 %N 7 %I Elsevier %U http://www.numdam.org/articles/10.1016/j.crma.2016.03.016/ %R 10.1016/j.crma.2016.03.016 %G en %F CRMATH_2016__354_7_729_0
Bosq, Denis. Estimating jump intensity and detecting jump instants in the context of p derivatives. Comptes Rendus. Mathématique, Tome 354 (2016) no. 7, pp. 729-734. doi : 10.1016/j.crma.2016.03.016. http://www.numdam.org/articles/10.1016/j.crma.2016.03.016/
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