English (United Kingdom)

https://curated-unify.zendy.io/wp-json/zendy-region/v1/featured_content/oa?rat=en

https://curated-unify.zendy.io/wp-json/zendy-region/v1/highlighted_journal/

Global: Zendy Tools annual

Presents the keyphrase highlighting as premium feature

Keyphrase Highlighting

Presents the summarisation as premium feature

Summarisation

Insights

Presents the pdf analysis as premium feature

PDF Analysis

Presents the zaia usage as premium feature

ZAIA

Global: Zendy Tools monthly

Global: Zendy Plus monthly

Presents the access of premium content as premium feature

Premium Content

Global: Zendy Plus annual

Global: Zendy Free Plan

We propose a nonparametric estimator of the jump activity index $\beta$ of apure-jump semimartingale $X$ driven by a $\beta$-stable process when theunderlying observations are coming from a high-frequency setting at irregulartimes. The proposed estimator is based on an empirical characteristic functionusing rescaled increments of $X$, with a limit which depends in a complicatedway on $\beta$ and the distribution of the sampling scheme. Utilising anasymptotic expansion we derive a consistent estimator for $\beta$ and prove anassociated central limit theorem.

On the estimation of the jump activity index in the case of random observation times