A test for the rank of the volatility process: the random perturbation approach (Q2438757): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q5493536 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonparametric tests for pathwise properties of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Properties of LDU-Based Tests of the Rank of a Matrix / rank
 
Normal rank
Property / cites work
 
Property / cites work: A general version of the fundamental theorem of asset pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Inference for Observations of Integrated Diffusion Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Parameter Estimation for a Discretely Observed Integrated Diffusion Process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic properties of realized power variations and related functionals of semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3774629 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Brownian dimension of a continuous Itô process / rank
 
Normal rank
Property / cites work
 
Property / cites work: Discretization of processes. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Testing the local volatility assumption: a statistical approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: TESTS OF RANK / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of Correlation for Continuous Semimartingales / rank
 
Normal rank

Revision as of 09:59, 7 July 2024

scientific article
Language Label Description Also known as
English
A test for the rank of the volatility process: the random perturbation approach
scientific article

    Statements

    A test for the rank of the volatility process: the random perturbation approach (English)
    0 references
    0 references
    0 references
    6 March 2014
    0 references
    central limit theorem
    0 references
    high frequency data
    0 references
    homoscedasticity testing
    0 references
    Itō semimartingales
    0 references
    rank estimation
    0 references
    stable convergence
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references