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英文文献：A Local Stable Bootstrap for Power Variations of Pure-Jump Semimartingales and Activity Index Estimation-一种用于纯跳半鞅幂次变化和活度指数估计的局部稳定自举算法
英文文献作者：Ulrich Hounyo,Rasmus T. Varneskov
英文文献摘要：
We provide a new resampling procedure - the local stable bootstrap - that is able to mimic the dependence properties of realized power variations for pure-jump semimartingales observed at different frequencies. This allows us to propose a bootstrap estimator and inference procedure for the activity index of the underlying process, ?, as well as a bootstrap test for whether it obeys a jump-diffusion or a pure-jump process, that is, of the null hypothesis H0: ?=2 against the alternative H1: ?
我们提供了一种新的重采样程序-局部稳定自举-它能够模拟在不同频率观察到的纯跳变半鞅实现的功率变化的依赖性质。这允许我们提出一个bootstrap估计器和推论程序，用于基础过程的活动指数，即过程是否服从跳跃-扩散或纯跳跃过程，即零假设H0
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