Testing whether jumps have finite or infinite activity

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Publication:638809

DOI10.1214/11-AOS873zbMath1234.62117arXiv1211.5219OpenAlexW3102625586MaRDI QIDQ638809

Yacine Aït-Sahalia, Jean Jacod

Publication date: 14 September 2011

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.5219



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