Testing the type of a semi-martingale: Itō against multifractal (Q1952101)
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scientific article; zbMATH DE number 6166541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the type of a semi-martingale: Itō against multifractal |
scientific article; zbMATH DE number 6166541 |
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Testing the type of a semi-martingale: Itō against multifractal (English)
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27 May 2013
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semi-martingales
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multifractal processes
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limit theorems
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hypothesis testing
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