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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Denis Bosq 1
@article{CRMATH_2016__354_7_729_0, author = {Denis Bosq}, 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}, }
Denis Bosq. Estimating jump intensity and detecting jump instants in the context of p derivatives. Comptes Rendus. Mathématique, Volume 354 (2016) no. 7, pp. 729-734. doi : 10.1016/j.crma.2016.03.016. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2016.03.016/
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