Testing for diffusion in a discretely observed semimartingale (Q2511575): Difference between revisions

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Testing for diffusion in a discretely observed semimartingale
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    Testing for diffusion in a discretely observed semimartingale (English)
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    6 August 2014
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    semimaringales
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    power variation
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    testing the diffusion
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    purely discontinuous
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    asymptotic normality
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