Lack of fit test for infinite variation jumps at high frequencies (Q4626679)
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scientific article; zbMATH DE number 7030914
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Lack of fit test for infinite variation jumps at high frequencies |
scientific article; zbMATH DE number 7030914 |
Statements
Lack of Fit Test for Infinite Variation Jumps at High Frequencies (English)
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28 February 2019
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infinite activity jumps
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infinite variation jumps
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Itô semimartingale
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Brownian motion
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0.8631739020347595
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0.8312680125236511
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0.8280118107795715
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0.8199129104614258
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0.8185942769050598
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