Rate-optimal tests for jumps in diffusion processes (Q379937)
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scientific article; zbMATH DE number 6224845
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| English | Rate-optimal tests for jumps in diffusion processes |
scientific article; zbMATH DE number 6224845 |
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Rate-optimal tests for jumps in diffusion processes (English)
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11 November 2013
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financial econometrics
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high-frequency data
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jumps
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likelihood ratio test
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0.8792996406555176
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0.8487956523895264
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0.8439788818359375
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0.8434715867042542
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0.841849684715271
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