Testing the type of a semi-martingale: Itō against multifractal (Q1952101): Difference between revisions
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scientific article
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English | Testing the type of a semi-martingale: Itō against multifractal |
scientific article |
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Testing the type of a semi-martingale: Itō against multifractal (English)
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27 May 2013
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semi-martingales
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multifractal processes
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limit theorems
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hypothesis testing
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