Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798): Difference between revisions

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Latest revision as of 19:27, 21 July 2024

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Inference for local distributions at high sampling frequencies: a bootstrap approach
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    Inference for local distributions at high sampling frequencies: a bootstrap approach (English)
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    17 February 2020
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    bootstrap inference
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    high-frequency data
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    Itô semimartingales
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    Kolmogorov-Smirnov test
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    stable processes
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    von-Mises statistics
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