Testing and inference for fixed times of discontinuity in semimartingales (Q2203627): Difference between revisions
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Revision as of 07:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing and inference for fixed times of discontinuity in semimartingales |
scientific article |
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Testing and inference for fixed times of discontinuity in semimartingales (English)
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7 October 2020
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bootstrap
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fixed time of discontinuity
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jumps
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nonparametric inference
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options
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stable convergence
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stochastic volatility
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time-changed Lévy process
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