On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069): Difference between revisions

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+.08658
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+Estimating the degree of activity of jumps in high frequency data
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+Testing for jumps in a discretely observed process
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+Is Brownian motion necessary to model high-frequency data?
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+Gradual changes versus abrupt changes.
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+TESTING FOR DISTRIBUTIONAL CHANGE IN TIME SERIES
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+Publication:2326069