Testing for jumps in a discretely observed process (Q1002155)

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Testing for jumps in a discretely observed process
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    title
    Testing for jumps in a discretely observed process (English)
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    DOI
    10.1214/07-AOS568
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    author
    Yacine Aït-Sahalia
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    Jean Jacod
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    publication date
    25 February 2009
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    Mathematics Subject Classification ID
    62M02
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    62F12
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    60G48
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    62M05
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    60F05
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    60H10
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    60J60
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    62P05
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    zbMATH DE Number
    5518692
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    zbMATH Keywords
    discrete sampling
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    high-frequency
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    arXiv ID
    0903.0226
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