Pages that link to "Item:Q379937"

The following pages link to Rate-optimal tests for jumps in diffusion processes (Q379937):

Displaying 18 items.

• The Gumbel test and jumps in the volatility process (Q300783) (← links)
• Asymptotic lower bounds in estimating jumps (Q395992) (← links)
• New tests for jumps in semimartingale models (Q625314) (← links)
• Testing and detecting jumps based on a discretely observed process (Q738031) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Testing for self-excitation in jumps (Q1706487) (← links)
• Testing for jumps and jump intensity path dependence (Q1753059) (← links)
• Is a pure jump process fitting the high frequency data better than a jump-diffusion process? (Q1926545) (← links)
• Testing for the presence of jump components in jump diffusion models (Q2172017) (← links)
• Detecting the sampling rate through observations (Q2207916) (← links)
• High-frequency jump tests: which test should we use? (Q2224890) (← links)
• Testing the characteristics of a Lévy process (Q2447654) (← links)
• Lack of Fit Test for Infinite Variation Jumps at High Frequencies (Q4626679) (← links)
• Optimal convergence rates for the invariant density estimation of jump-diffusion processes (Q5030241) (← links)
• Detection of jumps in financial time series (Q5083982) (← links)
• The null hypothesis of (common) jumps in case of irregular and asynchronous observations (Q5136958) (← links)
• Bootstrapping High-Frequency Jump Tests (Q5231507) (← links)
• Nonparametric Transition-Based Tests for Jump Diffusions (Q5254730) (← links)