An Improved Test for Continuous Local Martingales (Q2792264)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Improved Test for Continuous Local Martingales |
scientific article |
Statements
An Improved Test for Continuous Local Martingales (English)
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8 March 2016
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continuous local martingales
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hypothesis testing
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time-changed Brownian motion
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jump-diffusion processes
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foreign exchange
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high-frequency data
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