A test for the rank of the volatility process: the random perturbation approach (Q2438757): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A test for the rank of the volatility process: the random perturbation approach |
scientific article |
Statements
A test for the rank of the volatility process: the random perturbation approach (English)
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6 March 2014
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central limit theorem
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high frequency data
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homoscedasticity testing
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Itō semimartingales
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rank estimation
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stable convergence
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