Pages that link to "Item:Q2792264"
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The following pages link to An Improved Test for Continuous Local Martingales (Q2792264):
Displaying 7 items.
- Testing the Markov property with high frequency data (Q288343) (← links)
- A characterisation of, and hypothesis test for, continuous local martingales (Q428699) (← links)
- Testing the type of a semi-martingale: Itō against multifractal (Q1952101) (← links)
- Strict local martingales and the Khasminskii test for explosions (Q2145795) (← links)
- A Hausman test for Brownian motion (Q2461269) (← links)
- Testing for continuous local martingales using the crossing tree (Q2802751) (← links)
- Crossings states and sets of states in random walks (Q6164860) (← links)