Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (Q520701)
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English | Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process |
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Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (English)
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5 April 2017
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change points
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Lévy measure
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multiplier bootstrap
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sequential empirical processes
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weak convergence
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