Testing and detecting jumps based on a discretely observed process (Q738031)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Testing and detecting jumps based on a discretely observed process |
scientific article; zbMATH DE number 6616781
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Testing and detecting jumps based on a discretely observed process |
scientific article; zbMATH DE number 6616781 |
Statements
Testing and detecting jumps based on a discretely observed process (English)
0 references
12 August 2016
0 references
jump diffusion process
0 references
test for jumps
0 references
high frequency
0 references
stable convergence
0 references
false discovery rate
0 references
0 references
0 references
0 references
0 references
0.9204765558242798
0 references
0.8430134654045105
0 references
0.841849684715271
0 references
0.8286240100860596
0 references
0.8266320824623108
0 references
