Estimation of the characteristics of a Lévy process observed at arbitrary frequency

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Efficient estimation of integrated volatility in presence of infinite variation jumps (2014, methodology): “Finally, the empirical characteristic function in low frequency setting has been used in [10, 13] and [14] for estimating the diffusion coefficient of a Lévy process, in [7] for nonparametric estimation for a Lévy process which is a sum of a drift, a symmetric stable process and a compound Poisson p”