Hui Peng, Genshiro Kitagawa, Yoshiyasu Tamura, Yoko Tanokura, Min Gan, Xiaohong Chen. Detection of low-frequency large-amplitude jump in financial time series. In 46th IEEE Conference on Decision and Control, CDC 2007, New Orleans, LA, USA, December 12-14, 2007. pages 4944-4949, IEEE, 2007. [doi]
Abstract is missing.