Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (Q2430997): Difference between revisions
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English | Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE |
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Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE (English)
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8 April 2011
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Jarque-Bera test
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Lévy process
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stochastic differential equation
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