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  • Search: subject:"infinite variation jumps"
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Estimation theory 1 Ito semimartingale 1 Martingal 1 Martingale 1 Schätztheorie 1 Statistical test 1 Statistical theory 1 Statistische Methodenlehre 1 Statistischer Test 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Zeitreihenanalyse 1 asymptotic behavior 1 infinite variation jumps 1 jump activity index 1 test statistic 1
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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English 1
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Mancini, Cecilia 1
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Drift burst test statistic in the presence of infinite variation jumps
Mancini, Cecilia - 2022
Persistent link: https://www.econbiz.de/10013535744
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