Testing for diffusion in a discretely observed semimartingale (Q2511575): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jkss.2010.03.004 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013492420 / rank | |||
Normal rank | |||
Revision as of 18:25, 19 March 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
