Testing for diffusion in a discretely observed semimartingale (Q2511575)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for diffusion in a discretely observed semimartingale |
scientific article |
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Testing for diffusion in a discretely observed semimartingale (English)
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6 August 2014
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semimaringales
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power variation
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testing the diffusion
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purely discontinuous
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asymptotic normality
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