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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English | 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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