Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (Q520701)
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scientific article; zbMATH DE number 6701628
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| English | Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process |
scientific article; zbMATH DE number 6701628 |
Statements
Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (English)
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5 April 2017
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change points
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Lévy measure
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multiplier bootstrap
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sequential empirical processes
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weak convergence
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0.8877899050712585
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0.8483664393424988
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0.8247159719467163
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0.8160168528556824
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0.7969295978546143
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