A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (Q2661851): Difference between revisions
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Revision as of 23:59, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type |
scientific article |
Statements
A two-step test for the two-sample problem of processes of Ornstein-Uhlenbeck type (English)
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8 April 2021
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empirical characteristic functions
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hypothesis testing
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process of Ornstein-Uhlenbeck type
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sequential bootstrap
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high frequency stock prices
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