Testing and detecting jumps based on a discretely observed process (Q738031)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Testing and detecting jumps based on a discretely observed process |
scientific article |
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