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-xzbMath1209.62197MaRDI 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
62G20: Asymptotic properties of nonparametric inference
62M07: Non-Markovian processes: hypothesis testing
62M02: Markov processes: hypothesis testing
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Asymptotics for functionals of self-normalized residuals of discretely observed stochastic processes
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