Inference for local distributions at high sampling frequencies: a bootstrap approach (Q2295798)
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scientific article; zbMATH DE number 7167851
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| English | Inference for local distributions at high sampling frequencies: a bootstrap approach |
scientific article; zbMATH DE number 7167851 |
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Inference for local distributions at high sampling frequencies: a bootstrap approach (English)
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17 February 2020
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bootstrap inference
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high-frequency data
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Itô semimartingales
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Kolmogorov-Smirnov test
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stable processes
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von-Mises statistics
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0.786925733089447
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0.7776875495910645
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0.7653534412384033
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0.7617036700248718
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0.7513601183891296
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