Testing for jumps in a discretely observed process (Q1002155)

From MaRDI portal
Revision as of 21:41, 30 January 2024 by Import240129110113 (talk | contribs) (Added link to MaRDI item.)
scientific article
Language Label Description Also known as
English
Testing for jumps in a discretely observed process
scientific article

    Statements

    title
    Testing for jumps in a discretely observed process (English)
    0 references
    DOI
    10.1214/07-AOS568
    0 references
    author
    Yacine Aït-Sahalia
    0 references
    Jean Jacod
    0 references
    publication date
    25 February 2009
    0 references
    Mathematics Subject Classification ID
    62M02
    0 references
    62F12
    0 references
    60G48
    0 references
    62M05
    0 references
    60F05
    0 references
    60H10
    0 references
    60J60
    0 references
    62P05
    0 references
    zbMATH DE Number
    5518692
    0 references
    zbMATH Keywords
    discrete sampling
    0 references
    high-frequency
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q1002155&oldid=12991527"
    Powered by MediaWiki