Testing whether jumps have finite or infinite activity (Q638809)
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scientific article; zbMATH DE number 5947547
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Testing whether jumps have finite or infinite activity |
scientific article; zbMATH DE number 5947547 |
Statements
Testing whether jumps have finite or infinite activity (English)
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14 September 2011
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semimartingale
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Brownian motion
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discrete sampling
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high frequency
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0.867353618144989
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0.8631739020347595
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0.8426308631896973
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0.8360546827316284
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0.8350701332092285
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