Pages that link to "Item:Q738031"
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The following pages link to Testing and detecting jumps based on a discretely observed process (Q738031):
Displaying 11 items.
- Rate-optimal tests for jumps in diffusion processes (Q379937) (← links)
- New tests for jumps in semimartingale models (Q625314) (← links)
- On detecting changes in the jumps of arbitrary size of a time-continuous stochastic process (Q2326069) (← links)
- Second-order properties of thresholded realized power variations of FJA additive processes (Q2330961) (← links)
- Testing for diffusion in a discretely observed semimartingale (Q2511575) (← links)
- RANK: Large-Scale Inference With Graphical Nonlinear Knockoffs (Q3304859) (← links)
- Testing for jumps based on high-frequency data: a method exploiting microstructure noise (Q4957240) (← links)
- Detection of jumps in financial time series (Q5083982) (← links)
- Testing the volatility jumps based on the high frequency data (Q6134625) (← links)
- Using interpolated implied volatility for analysing exogenous market changes (Q6538807) (← links)
- Stab-GKnock: controlled variable selection for partially linear models using generalized knockoffs (Q6657811) (← links)