Jarque–Bera normality test for the driving Lévy process of a discretely observed univariate SDE
| Year of publication: |
2010
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|---|---|
| Authors: | Lee, Sangyeol ; Masuda, Hiroki |
| Published in: |
Statistical Inference for Stochastic Processes. - Springer. - Vol. 13.2010, 2, p. 147-161
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| Publisher: |
Springer |
| Subject: | Jarque–Bera test | Lévy process | Stochastic differential equation |
| Extent: | text/html |
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| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456193