Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent (Q6435101)

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scientific article; zbMATH DE number 900590280
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Testing for jumps in processes with integral fractional part and jump-robust inference on the Hurst exponent
scientific article; zbMATH DE number 900590280

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    2 May 2023
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    math.ST
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    stat.TH
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