Nonparametric Transition-Based Tests for Jump Diffusions
| Year of publication: |
2009
|
|---|---|
| Authors: | Aït-Sahalia, Yacine ; Fan, Jianqing ; Peng, Heng |
| Published in: |
Journal of the American Statistical Association. - American Statistical Association. - Vol. 104.2009, 487, p. 1102-1116
|
| Publisher: |
American Statistical Association |
| Extent: | application/pdf |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008784118