A test for the rank of the volatility process: the random perturbation approach (Q2438757): Difference between revisions
From MaRDI portal
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
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
0 references