An Improved Test for Continuous Local Martingales (Q2792264): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Created claim: Wikidata QID (P12): Q59200168, #quickstatements; #temporary_batch_1708039819900 |
||
Property / Wikidata QID | |||
Property / Wikidata QID: Q59200168 / rank | |||
Normal rank |
Revision as of 01:46, 16 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An Improved Test for Continuous Local Martingales |
scientific article |
Statements
An Improved Test for Continuous Local Martingales (English)
0 references
8 March 2016
0 references
continuous local martingales
0 references
hypothesis testing
0 references
time-changed Brownian motion
0 references
jump-diffusion processes
0 references
foreign exchange
0 references
high-frequency data
0 references