Testing for diffusion in a discretely observed semimartingale (Q2511575): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 03:22, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for diffusion in a discretely observed semimartingale |
scientific article |
Statements
Testing for diffusion in a discretely observed semimartingale (English)
0 references
6 August 2014
0 references
semimaringales
0 references
power variation
0 references
testing the diffusion
0 references
purely discontinuous
0 references
asymptotic normality
0 references
