Testing and detecting jumps based on a discretely observed process (Q738031)
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scientific article; zbMATH DE number 6616781
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| default for all languages | No label defined |
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| English | Testing and detecting jumps based on a discretely observed process |
scientific article; zbMATH DE number 6616781 |
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Testing and detecting jumps based on a discretely observed process (English)
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12 August 2016
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jump diffusion process
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test for jumps
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high frequency
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stable convergence
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false discovery rate
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0.9204765558242798
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0.8430134654045105
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0.841849684715271
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0.8286240100860596
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0.8266320824623108
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