The Bickel--Rosenblatt test for diffusion processes (Q2497811)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Bickel--Rosenblatt test for diffusion processes |
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The Bickel--Rosenblatt test for diffusion processes (English)
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4 August 2006
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diffusion process
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discrete scheme
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Gaussian test
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Bickel-Rosenblatt test
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weak convergence
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test for existence of jumps
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