A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s11424-020-8365-z / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11424-020-8365-Z / rank | |||
Normal rank | |||
Latest revision as of 14:33, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type |
scientific article |
Statements
A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (English)
0 references
8 April 2021
0 references
empirical characteristic functions
0 references
hypothesis testing
0 references
process of Ornstein-Uhlenbeck type
0 references
sequential bootstrap
0 references
high frequency stock prices
0 references
0 references
0 references
0 references
0 references
0 references
0 references
