Testing whether jumps have finite or infinite activity (Q638809)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing whether jumps have finite or infinite activity |
scientific article |
Statements
Testing whether jumps have finite or infinite activity (English)
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14 September 2011
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semimartingale
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Brownian motion
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discrete sampling
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high frequency
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