Testing long memory based on a discretely observed process (Q2362937): Difference between revisions

@@ Property / DOI @@
-.1007/s11766-016-3342-y
@@ Property / DOI: 10.1007/s11766-016-3342-y / rank @@
-Normal rank
@@ Property / author @@
-Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
-Normal rank
@@ Property / author @@
+Xin Sheng Zhang
@@ Property / author: Xin Sheng Zhang / rank @@
+Normal rank
@@ Property / describes a project that uses @@
+longmemo
@@ Property / describes a project that uses: longmemo / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11766-016-3342-y
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@@ Property / OpenAlex ID @@
+W2515679248
@@ Property / OpenAlex ID: W2515679248 / rank @@
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@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Is Brownian motion necessary to model high-frequency data?
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+Testing whether jumps have finite or infinite activity
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+FRACTIONAL WHITE NOISE CALCULUS AND APPLICATIONS TO FINANCE
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+Long‐Memory Time Series
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+Stock market prices and long-range dependence
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+An inequality of the Hölder type, connected with Stieltjes integration
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@@ Property / DOI @@
+.1007/S11766-016-3342-Y
@@ Property / DOI: 10.1007/S11766-016-3342-Y / rank @@
+Normal rank