Testing long memory based on a discretely observed process (Q2362937): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1007/s11766-016-3342-y / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1007/S11766-016-3342-Y / rank | |||
Normal rank | |||
Latest revision as of 05:19, 18 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing long memory based on a discretely observed process |
scientific article |
Statements
Testing long memory based on a discretely observed process (English)
0 references
14 July 2017
0 references
long memory
0 references
fractional Brownian motion
0 references
semimartingale
0 references
high frequency data
0 references
power variation
0 references
0 references
