Nonparametric tests for detecting breaks in the jump behaviour of a time-continuous process (Q520701)

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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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