Drift burst test statistic in the presence of infinite variation jumps

Cecilia Mancini

Year of publication:	[2022]
Authors:	Mancini, Cecilia
Publisher:	[Verona] : Università die Verona, Department of Economics
Subject:	test statistic \| Ito semimartingale \| infinite variation jumps \| jump activity index \| asymptotic behavior \| Schätztheorie \| Estimation theory \| Statistische Methodenlehre \| Statistical theory \| Stochastischer Prozess \| Stochastic process \| Statistischer Test \| Statistical test \| Martingal \| Martingale \| Zeitreihenanalyse \| Time series analysis

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