Jarque-Bera normality test for the driving Lévy process of a discretely observed univariate SDE
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Publication:2430997
DOI10.1007/s11203-010-9043-xzbMath1209.62197OpenAlexW2154992043MaRDI QIDQ2430997
Publication date: 8 April 2011
Published in: Statistical Inference for Stochastic Processes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11203-010-9043-x
Asymptotic properties of nonparametric inference (62G20) Non-Markovian processes: hypothesis testing (62M07) Markov processes: hypothesis testing (62M02)
Related Items (1)
Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
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