Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Identifying the successive Blumenthal-Getoor indices of a discretely
  observed process   This paper studies the identification of the L\'{e}vy jump measure of a
discretely-sampled semimartingale. We define successive Blumenthal-Getoor
indices of jump activity, and show that the leading index can always be
identified, but that higher order indices are only identifiable if they are
sufficiently close to the previous one, even if the path is fully observed.
This result establishes a clear boundary on which aspects of the jump measure
can be identified on the basis of discrete observations, and which cannot. We
then propose an estimation procedure for the identifiable indices and compare
the rates of convergence of these estimators with the optimal rates in a
special parametric case, which we can compute explicitly.

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The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
12
The categories of this paper are: nucl-th
20
The categories of this paper are: acc-phys
11
The categories of this paper are: hep-lat
26
The categories of this paper are: bayes-an
0
The categories of this paper are: hep-ph
37
The categories of this paper are: supr-con
29
The categories of this paper are: funct-an
6
The categories of this paper are: astro-ph
14
The categories of this paper are: math-ph
25
The categories of this paper are: patt-sol
30
The categories of this paper are: q-alg
21
The categories of this paper are: adap-org
8
The categories of this paper are: hep-ex
24
The categories of this paper are: dg-ga