TESTING FOR CONTINUOUS LOCAL MARTINGALES USING THE CROSSING TREE (Q2802751): Difference between revisions

@@ Property / cites work @@
+Testing for jumps in a discretely observed process
+Normal rank
@@ Property / cites work @@
+Is Brownian motion necessary to model high-frequency data?
+Normal rank
@@ Property / cites work @@
+Modeling and Forecasting Realized Volatility
@@ Property / cites work: Modeling and Forecasting Realized Volatility / rank @@
+Normal rank
@@ Property / cites work @@
+No-arbitrage semi-martingale restrictions for continuous-time volatility models subject to leverage effects, jumps and i.i.d. noise: theory and testable distributional implications
+Normal rank
@@ Property / cites work @@
+Model specification testing of time series regressions
+Normal rank
@@ Property / cites work @@
+Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
+Normal rank
@@ Property / cites work @@
+Simulation of Brownian motion at first-passage times
+Normal rank
@@ Property / cites work @@
+A Kolmogorov Goodness-of-Fit Test for Discontinuous Distributions
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+On the Decomposition of Continuous Submartingales
@@ Property / cites work: On the Decomposition of Continuous Submartingales / rank @@
+Normal rank
@@ Property / cites work @@
+A Criterion for Testing the Hypothesis that Two Samples are from the Same Population
+Normal rank
@@ Property / cites work @@
+ON CONTINUOUS MARTINGALES
@@ Property / cites work: ON CONTINUOUS MARTINGALES / rank @@
+Normal rank
@@ Property / cites work @@
+Q5799101
@@ Property / cites work: Q5799101 / rank @@
+Normal rank
@@ Property / cites work @@
+Spectral based testing of the martingale hypothesis
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+A risky asset model with strong dependence through fractal activity time
+Normal rank
@@ Property / cites work @@
+Goodness-of-Fit Tests for Discrete Data: A Review and an Application to a Health Impairment Scale
+Normal rank
@@ Property / cites work @@
+Q3374309
@@ Property / cites work: Q3374309 / rank @@
+Normal rank
@@ Property / cites work @@
+A characterisation of, and hypothesis test for, continuous local martingales
+Normal rank
@@ Property / cites work @@
+Q3963838
@@ Property / cites work: Q3963838 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4004325
@@ Property / cites work: Q4004325 / rank @@
+Normal rank
@@ Property / cites work @@
+Realized Volatility and Long Memory: An Overview
@@ Property / cites work: Realized Volatility and Long Memory: An Overview / rank @@
+Normal rank
@@ Property / cites work @@
+Realized Volatility: A Review
@@ Property / cites work: Realized Volatility: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+A Test for Randomness
@@ Property / cites work: A Test for Randomness / rank @@
+Normal rank
@@ Property / cites work @@
+A Runs Test Based on Run Lengths
@@ Property / cites work: A Runs Test Based on Run Lengths / rank @@
+Normal rank
@@ Property / cites work @@
+On a Test Whether Two Samples are from the Same Population
+Normal rank
@@ Property / cites work @@
+Large-sample results for Kolmogorov-Smirnov statistics for discrete distributions
+Normal rank