Testing for diffusion in a discretely observed semimartingale (Q2511575)
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scientific article; zbMATH DE number 6325574
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| English | Testing for diffusion in a discretely observed semimartingale |
scientific article; zbMATH DE number 6325574 |
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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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0.7893170714378357
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0.7874773740768433
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0.7815946340560913
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0.7738351821899414
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0.7736515402793884
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